+160.9%
AEHR vs CRL
+99.6%
+61.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.5% | -6.7% | -6.9% |
| 7D | +24.2% | +8.9% | +15.3% | +18.4% |
| 30D | -21.2% | +14.0% | -35.2% | -25.8% |
| 3M | -52.8% | +19.8% | -72.6% | -56.9% |
| 6M | -36.9% | +102.0% | -138.9% | -59.5% |
| YTD | +202.3% | +70.8% | +131.5% | +112.5% |
| 1Y | +162.9% | +98.7% | +64.2% | +66.3% |
| All | +160.9% | +99.6% | +61.3% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling