+3,560.9%
AEHR vs TMF
-86.0%
+3,646.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.1% | +5.3% | +5.3% |
| 7D | +18.5% | +1.0% | +17.6% | +18.5% |
| 30D | -11.9% | -1.8% | -10.1% | -11.9% |
| 3M | -5.0% | -8.2% | +3.2% | -4.7% |
| 6M | +155.0% | -19.5% | +174.5% | +156.6% |
| YTD | +349.7% | -16.0% | +365.6% | +351.8% |
| 1Y | +260.4% | -22.5% | +282.9% | +262.6% |
| 3Y | +83.6% | -42.3% | +125.9% | +83.3% |
| 5Y | +917.8% | -87.7% | +1,005.5% | +851.6% |
| All | +3,560.9% | -86.0% | +3,646.9% | +3,544.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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