+484.8%
AEHR vs TXT
+246.6%
+238.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -0.4% | +13.5% | +13.2% |
| 7D | +6.7% | -4.8% | +11.5% | +8.3% |
| 30D | -12.7% | -10.6% | -2.1% | -9.7% |
| 3M | -26.0% | -13.2% | -12.8% | -22.7% |
| 6M | +102.2% | -20.3% | +122.5% | +118.4% |
| YTD | +327.2% | -9.3% | +336.5% | +343.8% |
| 1Y | +228.1% | -2.7% | +230.8% | +235.0% |
| 3Y | +67.0% | +1.4% | +65.7% | +69.9% |
| 5Y | +928.1% | +9.6% | +918.6% | +946.1% |
| 10Y | +3,269.5% | +94.9% | +3,174.6% | +2,776.5% |
| All | +484.8% | +246.6% | +238.2% | +217.7% |
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 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