+17.1%
AEHR vs CART
+40.2%
-23.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.3% | -6.7% |
| 7D | +6.4% | +1.3% | +5.1% | +6.2% |
| 30D | -20.3% | +19.2% | -39.5% | -22.2% |
| 3M | -53.8% | +17.6% | -71.3% | -55.0% |
| 6M | -44.8% | +47.4% | -92.2% | -49.2% |
| YTD | +182.2% | +30.9% | +151.3% | +166.1% |
| 1Y | +174.7% | +46.0% | +128.8% | +149.0% |
| 3Y | +143.5% | +130.3% | +13.2% | +75.9% |
| All | +17.1% | +40.2% | -23.0% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling