-34.0%
CCL vs AEHR
+1,768.2%
-1,802.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.7% | +6.3% | +0.5% |
| 7D | -1.2% | +6.4% | -7.5% | -2.1% |
| 30D | +13.1% | -20.3% | +33.4% | +14.9% |
| 3M | +3.4% | -53.8% | +57.2% | +11.7% |
| 6M | +18.7% | -44.8% | +63.5% | +20.5% |
| YTD | -2.3% | +182.2% | -184.5% | -23.9% |
| 1Y | +14.2% | +174.7% | -160.5% | -11.0% |
| 3Y | +133.6% | +143.5% | -9.9% | +65.7% |
| 5Y | +33.5% | +129.9% | -96.3% | -13.8% |
| All | -34.0% | +1,768.2% | -1,802.2% | -70.7% |
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