+392.4%
CMS vs AEHR
+263.2%
+129.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.0% | -10.3% | -1.5% |
| 7D | -0.5% | -2.4% | +1.9% | -0.6% |
| 30D | +7.2% | -40.1% | +47.2% | +8.0% |
| 3M | -1.3% | -46.3% | +45.0% | -0.4% |
| 6M | -4.3% | -44.6% | +40.3% | -4.2% |
| YTD | +2.1% | +165.3% | -163.3% | -2.0% |
| 1Y | -0.6% | +126.1% | -126.7% | -4.2% |
| 3Y | +38.0% | +132.2% | -94.2% | +30.2% |
| 5Y | +33.6% | +108.3% | -74.7% | +23.4% |
| 10Y | +128.6% | +1,538.2% | -1,409.6% | +87.6% |
| All | +392.4% | +263.2% | +129.2% | +240.4% |
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 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