+3,912.3%
AEHR vs TDY
+479.2%
+3,433.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | 0.0% |
| 7D | +9.8% | -1.1% | +10.9% | +10.6% |
| 30D | -26.7% | -12.0% | -14.7% | -18.8% |
| 3M | -8.1% | -3.2% | -4.9% | -3.8% |
| 6M | +123.1% | -7.9% | +130.9% | +147.8% |
| YTD | +369.0% | +18.2% | +350.8% | +346.7% |
| 1Y | +256.4% | +6.7% | +249.7% | +265.1% |
| 3Y | +96.4% | +47.5% | +48.8% | +63.9% |
| 5Y | +836.6% | +39.5% | +797.1% | +723.2% |
| All | +3,912.3% | +479.2% | +3,433.1% | +2,170.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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