+228.1%
AEHR vs CBOE
+29.2%
+198.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | 0.0% | +13.1% | +13.1% |
| 7D | +6.7% | -3.6% | +10.4% | +4.9% |
| 30D | -12.7% | +5.1% | -17.7% | -10.1% |
| 3M | -26.0% | +4.6% | -30.6% | -22.4% |
| 6M | +102.2% | -0.3% | +102.5% | +111.8% |
| YTD | +327.2% | +19.8% | +307.5% | +424.7% |
| 1Y | +228.1% | +28.4% | +199.8% | +359.3% |
| All | +228.1% | +29.2% | +198.9% | +359.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling