+5,993.3%
AEHR vs TW
+211.4%
+5,781.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.0% | +8.3% | +5.9% |
| 7D | +18.5% | -3.5% | +22.0% | +19.4% |
| 30D | -11.9% | +0.5% | -12.4% | -12.1% |
| 3M | -5.0% | +4.9% | -10.0% | -7.8% |
| 6M | +155.0% | -17.1% | +172.1% | +164.6% |
| YTD | +349.7% | -3.9% | +353.5% | +341.9% |
| 1Y | +260.4% | -13.3% | +273.7% | +265.6% |
| 3Y | +83.6% | +20.9% | +62.7% | +49.2% |
| 5Y | +917.8% | +20.5% | +897.3% | +708.2% |
| All | +5,993.3% | +211.4% | +5,781.9% | +3,601.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling