-37.1%
AEHR vs CAPR
-63.0%
+25.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +26.5% | -16.1% | +8.0% |
| 7D | +8.1% | +25.8% | -17.7% | +5.8% |
| 30D | -15.9% | +50.2% | -66.1% | -18.6% |
| 3M | -43.9% | +185.5% | -229.4% | -47.6% |
| 6M | -37.1% | -64.8% | +27.7% | -27.2% |
| All | -37.1% | -63.0% | +25.9% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 6mo: compounded portfolio wealth divided by compounded CAPR 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…
6mo analysis · Full analysis span regression · 6 months rolling