+690.5%
CAT vs AEHR
+2,056.7%
-1,366.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.4% | -7.5% | +1.9% |
| 7D | +1.7% | +8.1% | -6.4% | +0.8% |
| 30D | -24.6% | -15.9% | -8.7% | -23.8% |
| 3M | -28.5% | -43.9% | +15.4% | -25.5% |
| 6M | -34.8% | -37.1% | +2.3% | -34.0% |
| YTD | +5.9% | +225.8% | -219.9% | -7.5% |
| 1Y | +6.8% | +184.0% | -177.2% | -5.8% |
| 3Y | +161.1% | +168.5% | -7.4% | +118.4% |
| 5Y | +213.4% | +186.2% | +27.2% | +149.3% |
| All | +690.5% | +2,056.7% | -1,366.2% | +416.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling