+256.4%
AEHR vs TW
-14.2%
+270.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.3% |
| 7D | +9.8% | -4.5% | +14.3% | +6.7% |
| 30D | -26.7% | -2.3% | -24.5% | -27.6% |
| 3M | -8.1% | +2.6% | -10.7% | -5.8% |
| 6M | +123.1% | -17.5% | +140.6% | +125.1% |
| YTD | +369.0% | -5.3% | +374.3% | +386.4% |
| 1Y | +256.4% | -14.8% | +271.2% | +215.4% |
| All | +256.4% | -14.2% | +270.6% | +215.4% |
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