+255.3%
AEHR vs TLN
-23.2%
+278.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | +0.2% |
| 7D | +23.0% | +2.0% | +21.0% | +21.3% |
| 30D | -19.9% | -12.9% | -7.0% | -9.7% |
| 3M | +0.5% | -7.4% | +8.0% | +10.7% |
| 6M | +123.6% | -6.0% | +129.6% | +143.9% |
| YTD | +364.6% | -16.9% | +381.5% | +418.5% |
| 1Y | +255.3% | -22.6% | +278.0% | +325.8% |
| All | +255.3% | -23.2% | +278.5% | +325.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling