+136.2%
CMS vs AEHR
+1,901.3%
-1,765.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.2% | +6.6% | -0.6% |
| 7D | -1.3% | +24.2% | -25.4% | -1.3% |
| 30D | +5.3% | -21.2% | +26.5% | +5.3% |
| 3M | -0.3% | -52.8% | +52.4% | -0.3% |
| 6M | -4.0% | -36.9% | +32.8% | -4.0% |
| YTD | +2.1% | +202.3% | -200.2% | +1.5% |
| 1Y | -4.7% | +162.9% | -167.6% | -5.3% |
| 3Y | +36.8% | +149.1% | -112.3% | +35.6% |
| 5Y | +34.9% | +146.2% | -111.4% | +33.1% |
| All | +136.2% | +1,901.3% | -1,765.1% | +118.6% |
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