+223.9%
CLF vs AEHR
+263.2%
-39.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.0% | -7.3% | +0.8% |
| 7D | -19.6% | -2.4% | -17.2% | -19.6% |
| 30D | -5.0% | -40.1% | +35.1% | -0.9% |
| 3M | -6.3% | -46.3% | +40.0% | -1.9% |
| 6M | +2.8% | -44.6% | +47.4% | +5.0% |
| YTD | -13.7% | +165.3% | -179.0% | -24.9% |
| 1Y | +13.6% | +126.1% | -112.6% | +0.2% |
| 3Y | -34.0% | +132.2% | -166.2% | -44.7% |
| 5Y | -48.7% | +108.3% | -157.0% | -58.9% |
| 10Y | +113.4% | +1,538.2% | -1,424.8% | +33.2% |
| All | +223.9% | +263.2% | -39.2% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling