+53.5%
CME vs AEHR
+82.4%
-28.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.3% | -6.3% | -0.9% |
| 7D | -2.9% | +18.5% | -21.4% | -2.2% |
| 30D | +5.5% | -11.9% | +17.4% | +5.3% |
| 3M | +11.0% | -5.0% | +16.0% | +11.9% |
| 6M | -9.7% | +155.0% | -164.7% | -5.9% |
| YTD | +4.9% | +349.7% | -344.8% | +11.5% |
| 1Y | +10.1% | +260.4% | -250.3% | +16.7% |
| 3Y | +53.5% | +83.6% | -30.1% | +67.3% |
| All | +53.5% | +82.4% | -28.9% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling