+3,912.3%
AEHR vs TEVA
-22.9%
+3,935.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.4% |
| 7D | +9.8% | +2.0% | +7.8% | +9.2% |
| 30D | -26.7% | +1.0% | -27.7% | -26.9% |
| 3M | -8.1% | +7.3% | -15.4% | -10.4% |
| 6M | +123.1% | +21.7% | +101.3% | +110.2% |
| YTD | +369.0% | +18.8% | +350.2% | +345.1% |
| 1Y | +256.4% | +86.5% | +169.9% | +200.6% |
| 3Y | +96.4% | +269.4% | -173.1% | +37.3% |
| 5Y | +836.6% | +303.6% | +533.0% | +530.7% |
| All | +3,912.3% | -22.9% | +3,935.2% | +3,717.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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