+286.3%
AEHR vs CAG
+62.8%
+223.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.2% | -7.9% | -6.8% |
| 7D | +6.4% | -3.3% | +9.7% | +6.6% |
| 30D | -20.3% | +7.7% | -28.0% | -21.3% |
| 3M | -53.8% | -3.2% | -50.6% | -53.9% |
| 6M | -44.8% | +7.0% | -51.8% | -46.0% |
| YTD | +182.2% | -9.0% | +191.2% | +181.5% |
| 1Y | +174.7% | -9.6% | +184.3% | +174.2% |
| 3Y | +143.5% | -36.0% | +179.5% | +152.9% |
| 5Y | +129.9% | -40.9% | +170.7% | +138.4% |
| 10Y | +1,786.8% | -37.3% | +1,824.1% | +1,782.1% |
| All | +286.3% | +62.8% | +223.5% | +257.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling