+228.1%
AEHR vs TW
-15.9%
+244.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +0.8% | +12.3% | +13.6% |
| 7D | +6.7% | -2.3% | +9.1% | +5.3% |
| 30D | -12.7% | +3.9% | -16.6% | -10.5% |
| 3M | -26.0% | +5.7% | -31.7% | -22.3% |
| 6M | +102.2% | -14.5% | +116.7% | +110.4% |
| YTD | +327.2% | -0.9% | +328.1% | +354.9% |
| 1Y | +228.1% | -13.5% | +241.6% | +201.0% |
| All | +228.1% | -15.9% | +244.0% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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