+6,249.0%
AEHR vs TXG
+21.5%
+6,227.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.7% | +0.5% | +3.2% |
| 7D | +18.5% | +9.4% | +9.2% | +13.9% |
| 30D | -11.9% | +26.1% | -38.0% | -21.5% |
| 3M | -5.0% | +124.8% | -129.8% | -34.3% |
| 6M | +155.0% | +215.2% | -60.3% | +51.3% |
| YTD | +349.7% | +302.2% | +47.5% | +140.3% |
| 1Y | +260.4% | +370.9% | -110.5% | +77.9% |
| 3Y | +83.6% | +38.5% | +45.1% | +34.0% |
| 5Y | +917.8% | -64.4% | +982.2% | +888.6% |
| All | +6,249.0% | +21.5% | +6,227.5% | +5,455.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling