+145.3%
AEHR vs TXT
+9.2%
+136.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.3% | -5.3% | -5.5% |
| 7D | -5.7% | +10.6% | -16.4% | -15.7% |
| 30D | -41.7% | +14.4% | -56.1% | -50.3% |
| 3M | -44.6% | -2.7% | -41.9% | -41.6% |
| 6M | -28.9% | -4.7% | -24.3% | -23.6% |
| YTD | +201.3% | -0.5% | +201.9% | +200.9% |
| 1Y | +145.3% | +8.7% | +136.6% | +91.9% |
| All | +145.3% | +9.2% | +136.1% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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