+5,728.4%
AEHR vs CG
+351.2%
+5,377.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -1.6% | +14.7% | +14.0% |
| 7D | +6.7% | -4.3% | +11.1% | +9.2% |
| 30D | -12.7% | -5.1% | -7.6% | -11.1% |
| 3M | -26.0% | +8.7% | -34.7% | -29.5% |
| 6M | +102.2% | -9.2% | +111.4% | +113.6% |
| YTD | +327.2% | -18.9% | +346.1% | +373.2% |
| 1Y | +228.1% | -25.6% | +253.7% | +282.3% |
| 3Y | +67.0% | +57.3% | +9.8% | +35.6% |
| 5Y | +928.1% | +10.2% | +918.0% | +876.7% |
| 10Y | +3,269.5% | +364.2% | +2,905.3% | +2,097.7% |
| All | +5,728.4% | +351.2% | +5,377.2% | +3,866.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling