+86.6%
AEHR vs CART
+14.3%
+72.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -6.0% | +11.3% | +6.2% |
| 7D | +18.5% | -4.1% | +22.6% | +19.2% |
| 30D | -11.9% | -4.3% | -7.6% | -11.6% |
| 3M | -5.0% | +13.1% | -18.1% | -8.1% |
| 6M | +155.0% | +26.0% | +128.9% | +137.8% |
| YTD | +349.7% | +6.7% | +343.0% | +336.9% |
| 1Y | +260.4% | +6.3% | +254.2% | +247.2% |
| All | +86.6% | +14.3% | +72.3% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling