+126.4%
AEHR vs CVE
+142.8%
-16.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.6% | +9.6% | +9.2% |
| 7D | -2.4% | -16.1% | +13.7% | +6.4% |
| 30D | -40.1% | -10.4% | -29.7% | -37.0% |
| 3M | -46.3% | -2.4% | -43.9% | -46.2% |
| 6M | -44.6% | -4.4% | -40.2% | -44.6% |
| YTD | +165.3% | +64.9% | +100.4% | +95.5% |
| 1Y | +126.1% | +66.0% | +60.1% | +65.8% |
| 3Y | +132.2% | +57.7% | +74.6% | +69.6% |
| All | +126.4% | +142.8% | -16.4% | +27.2% |
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