+124.3%
CMS vs AEHR
+3,698.7%
-3,574.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.8% | +0.5% |
| 7D | +1.2% | +18.5% | -17.3% | +1.2% |
| 30D | -3.2% | -11.9% | +8.8% | -3.1% |
| 3M | -2.2% | -5.0% | +2.8% | -2.2% |
| 6M | -9.4% | +155.0% | -164.4% | -9.9% |
| YTD | +0.7% | +349.7% | -349.0% | -0.1% |
| 1Y | +0.4% | +260.4% | -260.1% | -0.4% |
| 3Y | +35.2% | +83.6% | -48.4% | +34.2% |
| 5Y | +24.1% | +917.8% | -893.7% | +21.0% |
| All | +124.3% | +3,698.7% | -3,574.5% | +107.0% |
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