-25.4%
CLF vs AEHR
+148.0%
-173.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +11.6% | -4.7% | +4.7% |
| 7D | -14.1% | +16.2% | -30.3% | -17.1% |
| 30D | -5.5% | -29.3% | +23.8% | -0.2% |
| 3M | 0.0% | -42.0% | +42.0% | +7.9% |
| 6M | +11.3% | -38.5% | +49.7% | +12.8% |
| YTD | -7.7% | +196.2% | -203.9% | -37.3% |
| 1Y | +17.5% | +144.3% | -126.8% | -16.9% |
| 3Y | -25.4% | +158.0% | -183.4% | -53.5% |
| All | -25.4% | +148.0% | -173.4% | -53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling