+127.6%
CLF vs AEHR
+3,898.3%
-3,770.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.3% | -6.9% | -2.3% |
| 7D | -2.7% | +19.1% | -21.7% | -5.1% |
| 30D | -3.2% | -10.0% | +6.8% | -2.5% |
| 3M | -5.0% | +1.3% | -6.3% | -8.2% |
| 6M | +26.6% | +133.8% | -107.2% | +6.8% |
| YTD | -9.0% | +373.3% | -382.3% | -31.2% |
| 1Y | +11.8% | +256.2% | -244.3% | -12.6% |
| 3Y | -15.1% | +93.2% | -108.3% | -35.2% |
| 5Y | -48.2% | +793.1% | -841.3% | -68.4% |
| 10Y | +127.6% | +3,753.2% | -3,625.6% | +4.2% |
| All | +127.6% | +3,898.3% | -3,770.7% | +4.2% |
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