+308.5%
CSCO vs AEHR
+1,768.2%
-1,459.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.7% | +0.4% | -5.8% |
| 7D | +1.9% | +6.4% | -4.5% | +1.5% |
| 30D | -15.8% | -20.3% | +4.5% | -15.1% |
| 3M | -15.4% | -53.8% | +38.4% | -12.3% |
| 6M | -5.4% | -44.8% | +39.4% | -4.3% |
| YTD | +26.5% | +182.2% | -155.8% | +15.4% |
| 1Y | +25.9% | +174.7% | -148.8% | +14.9% |
| 3Y | +97.5% | +143.5% | -46.0% | +73.2% |
| 5Y | +93.0% | +129.9% | -36.8% | +61.8% |
| All | +308.5% | +1,768.2% | -1,459.7% | +186.9% |
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 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