+1,831.5%
AEHR vs CASY
+555.0%
+1,276.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.4% | -6.9% |
| 7D | +6.4% | +3.6% | +2.8% | +5.2% |
| 30D | -20.3% | +9.1% | -29.3% | -23.0% |
| 3M | -53.8% | -16.5% | -37.3% | -51.3% |
| 6M | -44.8% | -19.7% | -25.1% | -42.3% |
| YTD | +182.2% | +29.3% | +153.0% | +143.9% |
| 1Y | +174.7% | +33.1% | +141.6% | +133.6% |
| 3Y | +143.5% | +158.5% | -15.0% | +55.0% |
| 5Y | +129.9% | +266.7% | -136.9% | +27.9% |
| All | +1,831.5% | +555.0% | +1,276.5% | +905.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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