+47.6%
AEHR vs TLN
+733.8%
-686.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.1% | -9.3% | -8.2% |
| 7D | +24.2% | +22.3% | +1.9% | +13.7% |
| 30D | -21.2% | +1.2% | -22.4% | -20.8% |
| 3M | -52.8% | +5.9% | -58.7% | -53.7% |
| 6M | -36.9% | +3.2% | -40.1% | -36.7% |
| YTD | +202.3% | +3.2% | +199.2% | +199.6% |
| 1Y | +162.9% | +5.2% | +157.7% | +159.0% |
| 3Y | +149.1% | +606.3% | -457.1% | +73.7% |
| All | +47.6% | +733.8% | -686.2% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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