+1.5%
CARR vs AEHR
+88.1%
-86.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.4% |
| 7D | -3.8% | +9.8% | -13.5% | -4.7% |
| 30D | -8.9% | -26.7% | +17.8% | -6.5% |
| 3M | -17.3% | -8.1% | -9.2% | -18.6% |
| 6M | -1.4% | +123.1% | -124.5% | -13.2% |
| YTD | +10.0% | +369.0% | -359.0% | -11.5% |
| 1Y | -6.4% | +256.4% | -262.7% | -23.4% |
| 3Y | +1.5% | +96.4% | -94.8% | -16.6% |
| All | +1.5% | +88.1% | -86.5% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 3y: compounded portfolio wealth divided by compounded AEHR 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…
3y analysis · Full analysis span regression · 6 months rolling