+330.2%
RCL vs AEHR
+1,901.3%
-1,571.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.2% | +3.3% | -3.1% |
| 7D | -0.2% | +24.2% | -24.4% | -2.8% |
| 30D | +14.4% | -21.2% | +35.6% | +16.1% |
| 3M | +5.2% | -52.8% | +57.9% | +12.0% |
| 6M | +26.1% | -36.9% | +63.0% | +25.8% |
| YTD | +17.4% | +202.3% | -185.0% | -6.2% |
| 1Y | +24.7% | +162.9% | -138.2% | +1.1% |
| 3Y | +250.9% | +149.1% | +101.8% | +158.9% |
| 5Y | +293.8% | +146.2% | +147.6% | +161.7% |
| All | +330.2% | +1,901.3% | -1,571.1% | +92.7% |
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