+119.5%
AEHR vs TLN
+602.5%
-483.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.8% | +2.5% | +4.1% |
| 7D | +18.5% | +10.9% | +7.6% | +13.8% |
| 30D | -11.9% | -6.3% | -5.6% | -8.8% |
| 3M | -5.0% | -10.7% | +5.7% | +1.1% |
| 6M | +155.0% | +1.6% | +153.3% | +162.1% |
| YTD | +349.7% | -13.1% | +362.8% | +378.5% |
| 1Y | +260.4% | -15.1% | +275.5% | +287.0% |
| 3Y | +83.6% | +495.0% | -411.4% | +37.8% |
| All | +119.5% | +602.5% | -483.0% | +63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling