+10.1%
AEHR vs CART
+38.4%
-28.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.6% | +8.4% | +8.9% |
| 7D | -2.4% | +3.0% | -5.4% | -2.7% |
| 30D | -40.1% | +28.6% | -68.6% | -42.2% |
| 3M | -46.3% | +29.1% | -75.4% | -48.7% |
| 6M | -44.6% | +44.7% | -89.3% | -48.8% |
| YTD | +165.3% | +29.2% | +136.1% | +150.6% |
| 1Y | +126.1% | +66.2% | +60.0% | +95.1% |
| 3Y | +132.2% | +112.8% | +19.4% | +70.1% |
| All | +10.1% | +38.4% | -28.3% | -12.1% |
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