+3,912.3%
AEHR vs CG
+314.7%
+3,597.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +2.0% |
| 7D | +9.8% | -9.9% | +19.6% | +16.8% |
| 30D | -26.7% | -11.7% | -15.1% | -22.0% |
| 3M | -8.1% | -4.3% | -3.8% | -6.2% |
| 6M | +123.1% | -8.8% | +131.8% | +135.6% |
| YTD | +369.0% | -26.9% | +395.9% | +461.5% |
| 1Y | +256.4% | -35.4% | +291.8% | +363.9% |
| 3Y | +96.4% | +43.0% | +53.3% | +59.2% |
| 5Y | +836.6% | +1.9% | +834.7% | +811.0% |
| All | +3,912.3% | +314.7% | +3,597.6% | +3,213.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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