+6,593.3%
AEHR vs TMF
-70.3%
+6,663.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.7% |
| 7D | -8.5% | -1.1% | -7.5% | -8.6% |
| 30D | -29.6% | +11.8% | -41.4% | -28.9% |
| 3M | -43.9% | -4.0% | -39.9% | -43.9% |
| 6M | -38.7% | -16.5% | -22.2% | -39.4% |
| YTD | +195.0% | -19.9% | +215.0% | +190.9% |
| 1Y | +142.3% | -25.6% | +167.8% | +137.3% |
| 3Y | +143.1% | -29.9% | +173.0% | +139.5% |
| 5Y | +162.7% | -88.2% | +250.9% | +108.0% |
| 10Y | +1,940.1% | -81.7% | +2,021.8% | +1,775.4% |
| All | +6,593.3% | -70.3% | +6,663.6% | +6,646.0% |
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