+186.2%
AEHR vs TAP
+1.8%
+184.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.7% | +11.2% | +10.4% |
| 7D | +8.1% | -8.0% | +16.1% | +7.3% |
| 30D | -15.9% | +4.1% | -19.9% | -15.8% |
| 3M | -43.9% | -4.4% | -39.5% | -43.7% |
| 6M | -37.1% | -1.9% | -35.1% | -37.3% |
| YTD | +225.8% | -12.1% | +237.9% | +228.0% |
| 1Y | +184.0% | -12.0% | +196.1% | +185.3% |
| 3Y | +168.5% | -25.0% | +193.5% | +174.2% |
| 5Y | +186.2% | -1.1% | +187.3% | +138.1% |
| All | +186.2% | +1.8% | +184.5% | +138.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling