+3,912.3%
AEHR vs CBOE
+368.5%
+3,543.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.2% | +1.2% |
| 7D | +9.8% | -5.8% | +15.6% | +10.6% |
| 30D | -26.7% | -3.1% | -23.6% | -26.5% |
| 3M | -8.1% | -4.8% | -3.3% | -7.9% |
| 6M | +123.1% | -0.6% | +123.6% | +119.4% |
| YTD | +369.0% | +12.8% | +356.2% | +346.0% |
| 1Y | +256.4% | +19.8% | +236.6% | +232.9% |
| 3Y | +96.4% | +86.9% | +9.4% | +49.3% |
| 5Y | +836.6% | +136.5% | +700.1% | +541.1% |
| All | +3,912.3% | +368.5% | +3,543.8% | +3,213.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling