-13.3%
CLF vs AEHR
+68.1%
-81.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +13.1% | -11.3% | -0.7% |
| 7D | +7.6% | +6.7% | +0.8% | +6.1% |
| 30D | -1.2% | -12.7% | +11.5% | +0.4% |
| 3M | -13.4% | -26.0% | +12.6% | -12.3% |
| 6M | +15.4% | +102.2% | -86.8% | -9.2% |
| YTD | -5.9% | +327.2% | -333.1% | -38.6% |
| 1Y | +18.8% | +228.1% | -209.3% | -18.7% |
| All | -13.3% | +68.1% | -81.5% | -40.7% |
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