+337.5%
COP vs AEHR
+3,808.7%
-3,471.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.5% |
| 7D | +1.0% | +23.0% | -22.0% | -0.2% |
| 30D | +9.6% | -19.9% | +29.5% | +10.5% |
| 3M | +15.0% | +0.5% | +14.5% | +13.3% |
| 6M | +21.8% | +123.6% | -101.8% | +12.2% |
| YTD | +49.6% | +364.6% | -315.0% | +29.8% |
| 1Y | +49.9% | +255.3% | -205.5% | +31.4% |
| 3Y | +22.6% | +89.7% | -67.1% | +6.3% |
| 5Y | +193.6% | +827.9% | -634.3% | +112.5% |
| All | +337.5% | +3,808.7% | -3,471.2% | +152.7% |
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