+286.3%
AEHR vs TXT
+266.8%
+19.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -6.4% |
| 7D | +6.4% | +0.1% | +6.2% | +6.4% |
| 30D | -20.3% | +13.3% | -33.6% | -23.6% |
| 3M | -53.8% | -5.0% | -48.8% | -53.3% |
| 6M | -44.8% | -8.4% | -36.4% | -43.5% |
| YTD | +182.2% | -4.0% | +186.2% | +186.8% |
| 1Y | +174.7% | +2.8% | +171.9% | +174.0% |
| 3Y | +143.5% | +10.3% | +133.2% | +140.9% |
| 5Y | +129.9% | +9.2% | +120.7% | +131.7% |
| 10Y | +1,786.8% | +89.6% | +1,697.2% | +1,507.2% |
| All | +286.3% | +266.8% | +19.5% | +105.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling