+74.6%
CLF vs AEHR
+1,768.2%
-1,693.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.7% | +3.4% | -2.3% |
| 7D | +10.4% | +6.4% | +4.0% | +9.3% |
| 30D | +0.6% | -20.3% | +20.9% | +2.9% |
| 3M | +4.1% | -53.8% | +57.9% | +13.9% |
| 6M | +15.1% | -44.8% | +59.9% | +18.6% |
| YTD | -4.7% | +182.2% | -187.0% | -24.4% |
| 1Y | +20.4% | +174.7% | -154.4% | -4.3% |
| 3Y | -23.4% | +143.5% | -166.9% | -43.0% |
| 5Y | -43.3% | +129.9% | -173.1% | -61.0% |
| All | +74.6% | +1,768.2% | -1,693.6% | -24.5% |
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