+383.3%
CMS vs AEHR
+484.8%
-101.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +13.1% | -13.3% | -0.5% |
| 7D | +0.4% | +6.7% | -6.4% | +0.2% |
| 30D | -3.6% | -12.7% | +9.1% | -3.4% |
| 3M | -1.9% | -26.0% | +24.1% | -1.9% |
| 6M | -11.0% | +102.2% | -113.2% | -13.3% |
| YTD | +0.2% | +327.2% | -327.0% | -4.4% |
| 1Y | -1.3% | +228.1% | -229.4% | -5.6% |
| 3Y | +35.9% | +67.0% | -31.1% | +29.7% |
| 5Y | +23.1% | +928.1% | -905.0% | +8.9% |
| 10Y | +117.9% | +3,269.5% | -3,151.6% | +75.9% |
| All | +383.3% | +484.8% | -101.5% | +231.9% |
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