+3,692.1%
AEHR vs COPX
+200.8%
+3,491.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.9% | +4.3% | +4.8% |
| 7D | +19.1% | +6.0% | +13.1% | +15.5% |
| 30D | -10.0% | +6.4% | -16.5% | -13.1% |
| 3M | +1.3% | +19.3% | -18.0% | -6.4% |
| 6M | +133.8% | +16.2% | +117.5% | +124.3% |
| YTD | +373.3% | +33.2% | +340.1% | +331.0% |
| 1Y | +256.2% | +90.2% | +165.9% | +179.4% |
| 3Y | +93.2% | +175.7% | -82.4% | +30.6% |
| 5Y | +793.1% | +193.1% | +600.0% | +505.6% |
| 10Y | +3,753.2% | +619.4% | +3,133.8% | +1,850.5% |
| All | +3,692.1% | +200.8% | +3,491.3% | +2,115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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