+827.9%
AEHR vs TXT
+10.7%
+817.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -1.0% | -0.9% |
| 7D | +23.0% | -0.2% | +23.2% | +23.3% |
| 30D | -19.9% | -10.2% | -9.7% | -9.5% |
| 3M | +0.5% | -13.3% | +13.8% | +17.4% |
| 6M | +123.6% | -14.4% | +137.9% | +170.3% |
| YTD | +364.6% | -9.1% | +373.7% | +420.6% |
| 1Y | +255.3% | -2.2% | +257.5% | +270.5% |
| 3Y | +89.7% | +5.1% | +84.6% | +74.3% |
| 5Y | +827.9% | +12.8% | +815.1% | +747.7% |
| All | +827.9% | +10.7% | +817.2% | +747.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling