+303.4%
CME vs AEHR
+1,768.2%
-1,464.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.7% | +7.4% | +0.8% |
| 7D | +3.9% | +6.4% | -2.4% | +3.9% |
| 30D | +11.3% | -20.3% | +31.6% | +11.4% |
| 3M | +19.6% | -53.8% | +73.3% | +20.1% |
| 6M | +8.1% | -44.8% | +52.9% | +8.1% |
| YTD | +20.4% | +182.2% | -161.8% | +16.6% |
| 1Y | +16.5% | +174.7% | -158.2% | +12.9% |
| 3Y | +66.4% | +143.5% | -77.1% | +59.1% |
| 5Y | +74.5% | +129.9% | -55.4% | +61.1% |
| All | +303.4% | +1,768.2% | -1,464.8% | +226.3% |
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