+98.2%
AEHR vs TXT
+5.5%
+92.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.4% | +4.8% | +4.8% |
| 7D | +19.1% | +0.8% | +18.3% | +18.1% |
| 30D | -10.0% | -10.4% | +0.4% | +1.2% |
| 3M | +1.3% | -14.3% | +15.7% | +18.9% |
| 6M | +133.8% | -15.1% | +148.9% | +180.6% |
| YTD | +373.3% | -8.3% | +381.6% | +424.1% |
| 1Y | +256.2% | -0.7% | +256.9% | +268.8% |
| All | +98.2% | +5.5% | +92.7% | +93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling