+128.9%
AEHR vs TLN
+574.4%
-445.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.8% |
| 7D | +9.8% | -1.3% | +11.1% | +10.4% |
| 30D | -26.7% | -14.3% | -12.4% | -21.5% |
| 3M | -8.1% | -9.3% | +1.2% | -2.3% |
| 6M | +123.1% | -1.1% | +124.2% | +132.1% |
| YTD | +369.0% | -16.6% | +385.6% | +407.3% |
| 1Y | +256.4% | -22.0% | +278.4% | +292.7% |
| 3Y | +96.4% | +470.2% | -373.8% | +50.0% |
| All | +128.9% | +574.4% | -445.4% | +73.2% |
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