+3,912.3%
AEHR vs TECK
+377.7%
+3,534.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | +9.8% | -3.8% | +13.6% | +11.5% |
| 30D | -26.7% | +0.7% | -27.5% | -27.2% |
| 3M | -8.1% | +4.6% | -12.7% | -9.5% |
| 6M | +123.1% | +25.1% | +97.9% | +109.7% |
| YTD | +369.0% | +39.2% | +329.8% | +326.8% |
| 1Y | +256.4% | +60.3% | +196.1% | +209.7% |
| 3Y | +96.4% | +62.9% | +33.5% | +69.2% |
| 5Y | +836.6% | +181.5% | +655.1% | +612.8% |
| All | +3,912.3% | +377.7% | +3,534.6% | +2,067.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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