+331.2%
RCL vs AEHR
+3,808.7%
-3,477.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.1% |
| 7D | -2.5% | +23.0% | -25.5% | -4.9% |
| 30D | -15.7% | -19.9% | +4.3% | -14.1% |
| 3M | -3.6% | +0.5% | -4.1% | -6.6% |
| 6M | -8.7% | +123.6% | -132.2% | -21.2% |
| YTD | -6.2% | +364.6% | -370.8% | -27.4% |
| 1Y | -22.9% | +255.3% | -278.2% | -39.2% |
| 3Y | +173.6% | +89.7% | +83.9% | +111.8% |
| 5Y | +226.6% | +827.9% | -601.3% | +91.6% |
| All | +331.2% | +3,808.7% | -3,477.6% | +81.6% |
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