+4,224.0%
AEHR vs CBOE
+1,020.3%
+3,203.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.8% | +5.3% |
| 7D | +19.1% | -0.8% | +19.9% | +19.2% |
| 30D | -10.0% | +2.7% | -12.7% | -10.4% |
| 3M | +1.3% | +0.7% | +0.6% | +0.5% |
| 6M | +133.8% | -2.0% | +135.7% | +131.1% |
| YTD | +373.3% | +17.1% | +356.2% | +349.2% |
| 1Y | +256.2% | +26.5% | +229.7% | +231.3% |
| 3Y | +93.2% | +96.1% | -2.9% | +52.8% |
| 5Y | +793.1% | +149.3% | +643.8% | +554.5% |
| 10Y | +3,753.2% | +386.5% | +3,366.7% | +2,325.8% |
| All | +4,224.0% | +1,020.3% | +3,203.7% | +2,411.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling