-45.9%
CHTR vs AEHR
+3,845.4%
-3,891.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.7% |
| 7D | -4.1% | +9.8% | -13.9% | -4.4% |
| 30D | -3.0% | -26.7% | +23.8% | -2.3% |
| 3M | +4.8% | -8.1% | +12.9% | +4.0% |
| 6M | -35.0% | +123.1% | -158.1% | -38.0% |
| YTD | -30.2% | +369.0% | -399.2% | -35.7% |
| 1Y | -44.8% | +256.4% | -301.1% | -48.8% |
| 3Y | -66.6% | +96.4% | -162.9% | -69.2% |
| 5Y | -81.5% | +836.6% | -918.1% | -84.4% |
| All | -45.9% | +3,845.4% | -3,891.3% | -59.3% |
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 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