+9,592.1%
AEHR vs TMF
-68.9%
+9,661.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +0.4% | +12.7% | +13.1% |
| 7D | +6.7% | -1.4% | +8.2% | +6.6% |
| 30D | -12.7% | -2.8% | -9.8% | -12.8% |
| 3M | -26.0% | -10.9% | -15.1% | -26.6% |
| 6M | +102.2% | -21.3% | +123.5% | +98.1% |
| YTD | +327.2% | -15.9% | +343.1% | +321.7% |
| 1Y | +228.1% | -15.7% | +243.8% | +224.4% |
| 3Y | +67.0% | -43.4% | +110.4% | +59.3% |
| 5Y | +928.1% | -87.8% | +1,015.9% | +717.9% |
| 10Y | +3,269.5% | -86.7% | +3,356.3% | +2,780.1% |
| All | +9,592.1% | -68.9% | +9,661.0% | +9,680.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling