+1,831.5%
AEHR vs CRL
+350.3%
+1,481.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.8% | -6.2% |
| 7D | +6.4% | +0.1% | +6.2% | +6.5% |
| 30D | -20.3% | +11.9% | -32.2% | -24.2% |
| 3M | -53.8% | +20.2% | -73.9% | -57.9% |
| 6M | -44.8% | +107.5% | -152.3% | -64.7% |
| YTD | +182.2% | +69.4% | +112.8% | +100.5% |
| 1Y | +174.7% | +99.7% | +75.0% | +76.9% |
| 3Y | +143.5% | +98.8% | +44.7% | +54.3% |
| 5Y | +129.9% | -12.4% | +142.3% | +114.5% |
| All | +1,831.5% | +350.3% | +1,481.3% | +957.2% |
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