+6,521.7%
AEHR vs TXG
+27.0%
+6,494.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | -0.5% |
| 7D | +9.8% | +9.5% | +0.3% | +5.5% |
| 30D | -26.7% | +18.8% | -45.5% | -32.7% |
| 3M | -8.1% | +136.1% | -144.2% | -37.7% |
| 6M | +123.1% | +235.2% | -112.2% | +28.9% |
| YTD | +369.0% | +320.5% | +48.5% | +145.8% |
| 1Y | +256.4% | +425.2% | -168.8% | +68.4% |
| 3Y | +96.4% | +42.9% | +53.5% | +41.3% |
| 5Y | +836.6% | -62.8% | +899.4% | +792.6% |
| All | +6,521.7% | +27.0% | +6,494.7% | +5,583.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling