+492.2%
COR vs AEHR
+1,768.2%
-1,276.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.7% | +9.6% | +3.0% |
| 7D | +7.8% | +6.4% | +1.5% | +7.8% |
| 30D | +7.0% | -20.3% | +27.3% | +7.1% |
| 3M | +16.3% | -53.8% | +70.0% | +16.8% |
| 6M | +41.3% | -44.8% | +86.1% | +41.3% |
| YTD | +7.1% | +182.2% | -175.1% | +3.8% |
| 1Y | -0.8% | +174.7% | -175.6% | -3.9% |
| 3Y | +85.0% | +143.5% | -58.5% | +77.2% |
| 5Y | +203.9% | +129.9% | +74.0% | +183.0% |
| All | +492.2% | +1,768.2% | -1,276.0% | +364.5% |
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