+127.0%
AEHR vs CVE
+158.6%
-31.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.3% | -7.0% |
| 7D | +6.4% | +5.9% | +0.4% | +3.5% |
| 30D | -20.3% | -10.9% | -9.4% | -16.0% |
| 3M | -53.8% | -4.5% | -49.3% | -53.2% |
| 6M | -44.8% | -1.0% | -43.8% | -45.6% |
| YTD | +182.2% | +74.7% | +107.5% | +102.7% |
| 1Y | +174.7% | +65.8% | +108.9% | +102.7% |
| 3Y | +143.5% | +73.2% | +70.3% | +70.9% |
| All | +127.0% | +158.6% | -31.6% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling