+1,914.6%
CLS vs AEHR
+1,768.2%
+146.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.7% | +1.3% | -4.4% |
| 7D | +16.3% | +6.4% | +9.9% | +15.2% |
| 30D | -25.7% | -20.3% | -5.4% | -23.3% |
| 3M | -30.9% | -53.8% | +22.9% | -23.4% |
| 6M | -35.5% | -44.8% | +9.3% | -31.8% |
| YTD | -18.7% | +182.2% | -200.9% | -31.4% |
| 1Y | -17.9% | +174.7% | -192.6% | -30.5% |
| 3Y | +838.1% | +143.5% | +694.6% | +640.2% |
| 5Y | +1,971.9% | +129.9% | +1,842.0% | +1,411.3% |
| All | +1,914.6% | +1,768.2% | +146.4% | +948.3% |
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