+604.3%
CEG vs AEHR
+638.0%
-33.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.5% |
| 7D | -4.8% | +9.8% | -14.5% | -5.6% |
| 30D | +2.3% | -26.7% | +29.1% | +4.8% |
| 3M | +15.6% | -8.1% | +23.7% | +14.1% |
| 6M | -5.0% | +123.1% | -128.1% | -14.8% |
| YTD | -19.0% | +369.0% | -388.0% | -32.9% |
| 1Y | -10.0% | +256.4% | -266.3% | -24.0% |
| 3Y | +163.9% | +96.4% | +67.6% | +116.3% |
| All | +604.3% | +638.0% | -33.7% | +376.8% |
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