+144.4%
AEHR vs TMF
-88.4%
+232.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +0.1% | +11.6% | +11.6% |
| 7D | +16.2% | +0.6% | +15.6% | +16.1% |
| 30D | -29.3% | +16.3% | -45.6% | -30.6% |
| 3M | -42.0% | -2.7% | -39.3% | -42.0% |
| 6M | -38.5% | -13.2% | -25.3% | -37.6% |
| YTD | +196.2% | -16.7% | +212.9% | +200.9% |
| 1Y | +144.3% | -22.7% | +167.0% | +149.9% |
| 3Y | +158.0% | -26.1% | +184.1% | +162.6% |
| 5Y | +144.4% | -88.4% | +232.8% | +108.8% |
| All | +144.4% | -88.4% | +232.8% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling