+4,837.4%
AEHR vs TNA
+913.2%
+3,924.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -0.7% |
| 7D | +23.0% | -7.6% | +30.6% | +26.5% |
| 30D | -19.9% | -13.6% | -6.3% | -15.4% |
| 3M | +0.5% | +2.8% | -2.3% | +1.7% |
| 6M | +123.6% | +34.5% | +89.1% | +112.1% |
| YTD | +364.6% | +41.0% | +323.6% | +340.2% |
| 1Y | +255.3% | +52.0% | +203.3% | +232.9% |
| 3Y | +89.7% | +103.5% | -13.8% | +59.5% |
| 5Y | +827.9% | -22.5% | +850.4% | +912.4% |
| 10Y | +3,682.7% | +81.9% | +3,600.8% | +2,733.0% |
| All | +4,837.4% | +913.2% | +3,924.2% | +1,481.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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