+3,912.3%
AEHR vs CGNX
+193.6%
+3,718.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | -1.3% |
| 7D | +9.8% | +3.2% | +6.6% | +7.9% |
| 30D | -26.7% | +6.0% | -32.7% | -28.4% |
| 3M | -8.1% | +3.5% | -11.6% | -7.7% |
| 6M | +123.1% | +26.3% | +96.8% | +108.4% |
| YTD | +369.0% | +79.2% | +289.8% | +241.8% |
| 1Y | +256.4% | +43.8% | +212.6% | +192.8% |
| 3Y | +96.4% | +52.0% | +44.4% | +51.3% |
| 5Y | +836.6% | -24.0% | +860.6% | +850.0% |
| All | +3,912.3% | +193.6% | +3,718.7% | +3,300.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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