+1,867.4%
AEHR vs CVE
+136.7%
+1,730.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +0.5% | +11.1% | +11.5% |
| 7D | +16.2% | -10.1% | +26.3% | +20.0% |
| 30D | -29.3% | -12.1% | -17.2% | -26.8% |
| 3M | -42.0% | -1.9% | -40.1% | -41.8% |
| 6M | -38.5% | -1.8% | -36.6% | -38.8% |
| YTD | +196.2% | +65.8% | +130.4% | +151.8% |
| 1Y | +144.3% | +60.8% | +83.5% | +109.4% |
| 3Y | +158.0% | +70.1% | +87.9% | +117.0% |
| 5Y | +144.4% | +134.8% | +9.7% | +89.8% |
| 10Y | +1,867.4% | +130.1% | +1,737.3% | +1,189.0% |
| All | +1,867.4% | +136.7% | +1,730.8% | +1,189.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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