+2,129.8%
AEHR vs CDW
+316.1%
+1,813.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.2% | +8.2% | +9.1% |
| 7D | +8.1% | +2.6% | +5.6% | +7.4% |
| 30D | -15.9% | +20.4% | -36.3% | -25.1% |
| 3M | -43.9% | +28.5% | -72.3% | -53.3% |
| 6M | -37.1% | +70.6% | -107.7% | -58.8% |
| YTD | +225.8% | +29.1% | +196.7% | +146.6% |
| 1Y | +184.0% | +23.8% | +160.2% | +122.3% |
| 3Y | +168.5% | -14.5% | +183.0% | +180.0% |
| 5Y | +186.2% | -1.6% | +187.8% | +181.5% |
| All | +2,129.8% | +316.1% | +1,813.7% | +860.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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