+322.0%
CMG vs AEHR
+3,845.4%
-3,523.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -2.1% | +9.8% | -11.8% | -2.7% |
| 30D | +10.9% | -26.7% | +37.6% | +12.7% |
| 3M | +15.8% | -8.1% | +23.9% | +14.2% |
| 6M | +6.9% | +123.1% | -116.1% | -3.0% |
| YTD | -2.2% | +369.0% | -371.2% | -17.0% |
| 1Y | -7.1% | +256.4% | -263.5% | -20.2% |
| 3Y | -7.1% | +96.4% | -103.5% | -21.3% |
| 5Y | -4.8% | +836.6% | -841.4% | -32.6% |
| All | +322.0% | +3,845.4% | -3,523.4% | +147.0% |
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