+127.0%
AEHR vs CG
-23.0%
+150.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.0% | -7.7% | -7.6% |
| 7D | +6.4% | +0.2% | +6.2% | +6.4% |
| 30D | -20.3% | +11.2% | -31.5% | -28.2% |
| 3M | -53.8% | -22.1% | -31.7% | -43.3% |
| 6M | -44.8% | -17.9% | -26.9% | -35.4% |
| YTD | +182.2% | -31.3% | +213.5% | +280.8% |
| 1Y | +174.7% | -24.0% | +198.7% | +238.3% |
| 3Y | +143.5% | +45.0% | +98.5% | +47.7% |
| All | +127.0% | -23.0% | +150.0% | +183.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling