+3,753.2%
AEHR vs CASY
+468.0%
+3,285.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -14.2% | +19.5% | +10.2% |
| 7D | +19.1% | -16.5% | +35.6% | +25.8% |
| 30D | -10.0% | -26.4% | +16.4% | -0.5% |
| 3M | +1.3% | -17.3% | +18.6% | +4.2% |
| 6M | +133.8% | -5.2% | +139.0% | +129.4% |
| YTD | +373.3% | +14.1% | +359.2% | +331.2% |
| 1Y | +256.2% | +16.6% | +239.6% | +220.0% |
| 3Y | +93.2% | +163.7% | -70.5% | +23.1% |
| 5Y | +793.1% | +231.3% | +561.8% | +426.6% |
| 10Y | +3,753.2% | +462.9% | +3,290.3% | +2,034.8% |
| All | +3,753.2% | +468.0% | +3,285.2% | +2,034.8% |
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