+1,940.1%
AEHR vs CP
+255.2%
+1,684.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | -8.5% | +2.8% | -11.3% | -10.3% |
| 30D | -29.6% | +11.0% | -40.7% | -35.0% |
| 3M | -43.9% | +3.8% | -47.8% | -45.9% |
| 6M | -38.7% | +9.5% | -48.2% | -43.8% |
| YTD | +195.0% | +28.2% | +166.8% | +144.7% |
| 1Y | +142.3% | +33.0% | +109.3% | +96.7% |
| 3Y | +143.1% | +35.5% | +107.6% | +99.6% |
| 5Y | +162.7% | +25.8% | +136.9% | +126.0% |
| 10Y | +1,940.1% | +250.7% | +1,689.3% | +819.4% |
| All | +1,940.1% | +255.2% | +1,684.9% | +819.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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