+6,781.2%
CME vs AEHR
+2,794.6%
+3,986.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +13.1% | -13.4% | -0.6% |
| 7D | -1.6% | +6.7% | -8.3% | -1.8% |
| 30D | +6.2% | -12.7% | +18.9% | +6.4% |
| 3M | +10.4% | -26.0% | +36.4% | +10.4% |
| 6M | -9.5% | +102.2% | -111.7% | -13.0% |
| YTD | +6.0% | +327.2% | -321.2% | -1.0% |
| 1Y | +9.3% | +228.1% | -218.8% | +2.4% |
| 3Y | +57.7% | +67.0% | -9.4% | +47.4% |
| 5Y | +77.7% | +928.1% | -850.4% | +47.8% |
| 10Y | +281.2% | +3,269.5% | -2,988.3% | +178.5% |
| All | +6,781.2% | +2,794.6% | +3,986.6% | +3,831.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling