+2,078.1%
AEHR vs CVE
+144.4%
+1,933.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.7% | +7.8% | +9.7% |
| 7D | +8.1% | +0.1% | +8.0% | +8.3% |
| 30D | -15.9% | -10.8% | -5.0% | -13.1% |
| 3M | -43.9% | -4.3% | -39.5% | -43.3% |
| 6M | -37.1% | -1.5% | -35.6% | -37.4% |
| YTD | +225.8% | +70.7% | +155.1% | +174.8% |
| 1Y | +184.0% | +58.1% | +125.9% | +144.9% |
| 3Y | +168.5% | +69.8% | +98.6% | +125.7% |
| 5Y | +186.2% | +148.9% | +37.3% | +119.2% |
| 10Y | +2,078.1% | +143.5% | +1,934.6% | +1,314.9% |
| All | +2,078.1% | +144.4% | +1,933.7% | +1,314.9% |
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