+256.2%
AEHR vs TMF
-23.1%
+279.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.7% | +6.9% | +5.5% |
| 7D | +19.1% | -0.9% | +20.0% | +19.2% |
| 30D | -10.0% | -1.0% | -9.0% | -9.9% |
| 3M | +1.3% | -11.3% | +12.6% | +4.5% |
| 6M | +133.8% | -22.7% | +156.5% | +125.5% |
| YTD | +373.3% | -17.3% | +390.7% | +371.0% |
| 1Y | +256.2% | -22.5% | +278.7% | +247.1% |
| All | +256.2% | -23.1% | +279.2% | +247.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling