+6.1%
CMCSA vs AEHR
+3,845.4%
-3,839.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.1% |
| 7D | -4.9% | +9.8% | -14.6% | -5.2% |
| 30D | -1.1% | -26.7% | +25.7% | -0.3% |
| 3M | +6.6% | -8.1% | +14.7% | +5.9% |
| 6M | -15.5% | +123.1% | -138.5% | -19.4% |
| YTD | -6.7% | +369.0% | -375.7% | -14.2% |
| 1Y | -15.6% | +256.4% | -272.0% | -21.9% |
| 3Y | -33.7% | +96.4% | -130.1% | -39.2% |
| 5Y | -46.6% | +836.6% | -883.2% | -56.0% |
| All | +6.1% | +3,845.4% | -3,839.3% | -23.9% |
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