+1,831.5%
AEHR vs TAP
-46.0%
+1,877.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.2% | -9.9% | -7.0% |
| 7D | +6.4% | +1.3% | +5.1% | +6.2% |
| 30D | -20.3% | +5.7% | -26.0% | -21.4% |
| 3M | -53.8% | -1.9% | -51.9% | -54.0% |
| 6M | -44.8% | +0.9% | -45.8% | -46.0% |
| YTD | +182.2% | -9.5% | +191.7% | +181.0% |
| 1Y | +174.7% | -9.0% | +183.7% | +172.6% |
| 3Y | +143.5% | -22.2% | +165.7% | +146.8% |
| 5Y | +129.9% | +1.2% | +128.6% | +113.1% |
| All | +1,831.5% | -46.0% | +1,877.5% | +1,851.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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