+83.5%
CLF vs AEHR
+1,846.7%
-1,763.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.0% |
| 7D | -9.1% | -8.5% | -0.5% | -7.9% |
| 30D | -0.9% | -29.6% | +28.7% | +3.2% |
| 3M | +3.0% | -43.9% | +46.9% | +9.5% |
| 6M | +16.7% | -38.7% | +55.4% | +18.5% |
| YTD | -3.2% | +195.0% | -198.2% | -23.6% |
| 1Y | +24.6% | +142.3% | -117.6% | +0.9% |
| 3Y | -22.3% | +143.1% | -165.4% | -42.2% |
| 5Y | -41.2% | +162.7% | -203.9% | -60.1% |
| 10Y | +83.5% | +1,940.1% | -1,856.5% | -19.6% |
| All | +83.5% | +1,846.7% | -1,763.2% | -19.6% |
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