+917.8%
AEHR vs CFG
+100.9%
+816.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.1% | +6.4% | +6.3% |
| 7D | +18.5% | +2.7% | +15.9% | +15.5% |
| 30D | -11.9% | -3.7% | -8.2% | -8.3% |
| 3M | -5.0% | +9.5% | -14.5% | -12.2% |
| 6M | +155.0% | +22.2% | +132.7% | +118.0% |
| YTD | +349.7% | +22.3% | +327.4% | +286.5% |
| 1Y | +260.4% | +39.4% | +221.0% | +179.3% |
| 3Y | +83.6% | +188.5% | -104.9% | -19.8% |
| 5Y | +917.8% | +101.5% | +816.3% | +518.8% |
| All | +917.8% | +100.9% | +816.9% | +518.8% |
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