+158.0%
AEHR vs CASY
+155.2%
+2.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +0.7% | +11.0% | +11.5% |
| 7D | +16.2% | +3.6% | +12.6% | +15.2% |
| 30D | -29.3% | +7.2% | -36.5% | -30.8% |
| 3M | -42.0% | -16.9% | -25.0% | -39.2% |
| 6M | -38.5% | -19.3% | -19.2% | -35.8% |
| YTD | +196.2% | +25.6% | +170.6% | +154.2% |
| 1Y | +144.3% | +30.2% | +114.2% | +105.3% |
| 3Y | +158.0% | +154.9% | +3.2% | +50.1% |
| All | +158.0% | +155.2% | +2.8% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling