+0.4%
CCL vs AEHR
+775.9%
-775.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.7% |
| 7D | -4.3% | +23.0% | -27.3% | -7.8% |
| 30D | -19.0% | -19.9% | +1.0% | -16.8% |
| 3M | -13.1% | +0.5% | -13.6% | -17.1% |
| 6M | -13.3% | +123.6% | -136.9% | -31.1% |
| YTD | -25.2% | +364.6% | -389.9% | -49.7% |
| 1Y | -27.2% | +255.3% | -282.5% | -49.7% |
| 3Y | +49.2% | +89.7% | -40.5% | +2.7% |
| 5Y | +0.4% | +827.9% | -827.5% | -57.3% |
| All | +0.4% | +775.9% | -775.6% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling