+256.4%
AEHR vs TXG
+453.6%
-197.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | -1.0% |
| 7D | +9.8% | +9.5% | +0.3% | +4.3% |
| 30D | -26.7% | +18.8% | -45.5% | -34.3% |
| 3M | -8.1% | +136.1% | -144.2% | -45.3% |
| 6M | +123.1% | +235.2% | -112.2% | +7.3% |
| YTD | +369.0% | +320.5% | +48.5% | +95.5% |
| 1Y | +256.4% | +425.2% | -168.8% | +20.7% |
| All | +256.4% | +453.6% | -197.2% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling