+3,912.3%
AEHR vs CRS
+1,392.1%
+2,520.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.1% | +1.4% |
| 7D | +9.8% | -6.8% | +16.5% | +12.8% |
| 30D | -26.7% | -16.1% | -10.6% | -21.0% |
| 3M | -8.1% | -21.2% | +13.1% | +2.6% |
| 6M | +123.1% | +8.7% | +114.4% | +123.3% |
| YTD | +369.0% | +41.0% | +328.0% | +331.6% |
| 1Y | +256.4% | +82.7% | +173.7% | +198.3% |
| 3Y | +96.4% | +604.8% | -508.4% | +2.6% |
| 5Y | +836.6% | +1,384.7% | -548.1% | +286.0% |
| All | +3,912.3% | +1,392.1% | +2,520.2% | +1,543.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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