+78.7%
CME vs AEHR
+775.9%
-697.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.2% |
| 7D | -2.4% | +23.0% | -25.4% | -2.2% |
| 30D | +6.2% | -19.9% | +26.1% | +6.0% |
| 3M | +4.4% | +0.5% | +3.9% | +4.7% |
| 6M | -9.6% | +123.6% | -133.2% | -9.5% |
| YTD | +3.8% | +364.6% | -360.9% | +3.8% |
| 1Y | +9.5% | +255.3% | -245.8% | +9.6% |
| 3Y | +51.9% | +89.7% | -37.8% | +55.7% |
| 5Y | +78.7% | +827.9% | -749.2% | +62.4% |
| All | +78.7% | +775.9% | -697.2% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling