+116.0%
CTAS vs AEHR
+126.8%
-10.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.7% | +6.3% | -0.1% |
| 7D | +2.0% | +6.4% | -4.4% | +1.7% |
| 30D | +8.7% | -20.3% | +29.0% | +9.1% |
| 3M | +13.3% | -53.8% | +67.1% | +15.7% |
| 6M | +39.4% | -44.8% | +84.2% | +39.5% |
| YTD | +21.5% | +182.2% | -160.7% | +9.1% |
| 1Y | +21.9% | +174.7% | -152.8% | +9.5% |
| 3Y | +73.6% | +143.5% | -69.9% | +47.8% |
| All | +116.0% | +126.8% | -10.8% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling