+159.2%
AEHR vs CFG
+65.0%
+94.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | -8.5% | +0.7% | -9.2% | -8.6% |
| 30D | -29.6% | +2.8% | -32.4% | -31.3% |
| 3M | -43.9% | -10.1% | -33.8% | -37.8% |
| 6M | -38.7% | +3.2% | -41.9% | -40.4% |
| YTD | +195.0% | +14.2% | +180.9% | +169.1% |
| 1Y | +142.3% | +27.4% | +114.8% | +101.7% |
| 3Y | +143.1% | +187.6% | -44.4% | +6.8% |
| All | +159.2% | +65.0% | +94.2% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 5y: compounded portfolio wealth divided by compounded CFG 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…
5y analysis · Full analysis span regression · 6 months rolling