+1,056.5%
CCJ vs AEHR
+3,845.4%
-2,789.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -4.0% | +9.8% | -13.8% | -5.0% |
| 30D | -2.4% | -26.7% | +24.4% | +0.3% |
| 3M | -2.3% | -8.1% | +5.8% | -3.7% |
| 6M | -16.2% | +123.1% | -139.3% | -25.4% |
| YTD | +5.7% | +369.0% | -363.3% | -12.9% |
| 1Y | +21.3% | +256.4% | -235.1% | +1.7% |
| 3Y | +159.4% | +96.4% | +63.0% | +113.4% |
| 5Y | +300.7% | +836.6% | -535.9% | +176.9% |
| All | +1,056.5% | +3,845.4% | -2,789.0% | +562.0% |
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