+3,912.3%
AEHR vs TD
+306.3%
+3,606.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.4% |
| 7D | +9.8% | -0.5% | +10.3% | +10.1% |
| 30D | -26.7% | -1.9% | -24.8% | -25.4% |
| 3M | -8.1% | +4.8% | -12.8% | -10.5% |
| 6M | +123.1% | +28.0% | +95.1% | +89.6% |
| YTD | +369.0% | +30.3% | +338.7% | +295.4% |
| 1Y | +256.4% | +59.8% | +196.6% | +161.2% |
| 3Y | +96.4% | +124.7% | -28.3% | +14.8% |
| 5Y | +836.6% | +127.0% | +709.6% | +468.7% |
| All | +3,912.3% | +306.3% | +3,606.0% | +2,057.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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