+108.6%
AEHR vs TLN
+583.6%
-475.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +3.8% | +9.3% | +11.5% |
| 7D | +6.7% | +7.1% | -0.3% | +3.9% |
| 30D | -12.7% | -3.9% | -8.8% | -10.4% |
| 3M | -26.0% | -16.2% | -9.9% | -19.3% |
| 6M | +102.2% | -5.8% | +108.0% | +113.3% |
| YTD | +327.2% | -15.4% | +342.7% | +359.7% |
| 1Y | +228.1% | -16.7% | +244.8% | +255.6% |
| 3Y | +67.0% | +473.8% | -406.7% | +27.7% |
| All | +108.6% | +583.6% | -475.0% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling