-1.5%
COF vs AEHR
+255.0%
-256.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +13.1% | -13.5% | -1.3% |
| 7D | +1.8% | +6.7% | -4.9% | +1.3% |
| 30D | -0.6% | -12.7% | +12.1% | -0.2% |
| 3M | +20.3% | -26.0% | +46.3% | +20.6% |
| 6M | +13.0% | +102.2% | -89.2% | +1.2% |
| YTD | -8.3% | +327.2% | -335.6% | -23.8% |
| 1Y | -1.5% | +228.1% | -229.6% | -18.0% |
| All | -1.5% | +255.0% | -256.4% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling