+2,347.6%
COF vs AEHR
+536.0%
+1,811.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | -1.7% |
| 7D | -6.1% | +23.0% | -29.1% | -7.5% |
| 30D | -5.2% | -19.9% | +14.8% | -4.1% |
| 3M | +17.0% | +0.5% | +16.5% | +14.9% |
| 6M | +12.9% | +123.6% | -110.7% | +3.2% |
| YTD | -13.5% | +364.6% | -378.2% | -25.8% |
| 1Y | -5.9% | +255.3% | -261.2% | -18.2% |
| 3Y | +117.1% | +89.7% | +27.4% | +86.5% |
| 5Y | +45.4% | +827.9% | -782.5% | +6.8% |
| 10Y | +244.1% | +3,682.7% | -3,438.6% | +108.3% |
| All | +2,347.6% | +536.0% | +1,811.6% | +862.0% |
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 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