+3,875.0%
AEHR vs CRL
+249.3%
+3,625.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -0.8% |
| 7D | +23.0% | -6.9% | +29.9% | +27.6% |
| 30D | -19.9% | -3.2% | -16.8% | -18.7% |
| 3M | +0.5% | +46.5% | -46.0% | -21.2% |
| 6M | +123.6% | +63.1% | +60.5% | +61.3% |
| YTD | +364.6% | +36.9% | +327.8% | +268.4% |
| 1Y | +255.3% | +78.1% | +177.2% | +138.3% |
| 3Y | +89.7% | +36.7% | +53.0% | +47.2% |
| 5Y | +827.9% | -38.1% | +866.0% | +900.3% |
| All | +3,875.0% | +249.3% | +3,625.7% | +2,420.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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