-47.0%
CLF vs AEHR
+889.0%
-936.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.3% | -6.9% | -2.6% |
| 7D | +6.5% | +18.5% | -12.0% | +3.2% |
| 30D | +0.2% | -11.9% | +12.2% | +1.5% |
| 3M | -3.1% | -5.0% | +1.9% | -6.4% |
| 6M | +25.0% | +155.0% | -129.9% | -2.6% |
| YTD | -7.5% | +349.7% | -357.1% | -36.3% |
| 1Y | +11.5% | +260.4% | -248.9% | -20.6% |
| 3Y | -13.7% | +83.6% | -97.3% | -40.0% |
| 5Y | -47.0% | +917.8% | -964.8% | -73.7% |
| All | -47.0% | +889.0% | -936.0% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling