+179.4%
RCL vs AEHR
+82.4%
+97.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.3% | -5.5% | -0.8% |
| 7D | -0.5% | +18.5% | -19.0% | -2.2% |
| 30D | -17.3% | -11.9% | -5.4% | -16.9% |
| 3M | -2.8% | -5.0% | +2.3% | -4.9% |
| 6M | -4.4% | +155.0% | -159.3% | -17.4% |
| YTD | -4.2% | +349.7% | -353.8% | -23.6% |
| 1Y | -23.4% | +260.4% | -283.8% | -38.3% |
| 3Y | +179.4% | +83.6% | +95.8% | +122.9% |
| All | +179.4% | +82.4% | +97.0% | +122.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling