+3,560.9%
AEHR vs TYL
+105.8%
+3,455.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.5% | +9.7% | +7.4% |
| 7D | +18.5% | -7.6% | +26.1% | +22.4% |
| 30D | -11.9% | +11.3% | -23.2% | -18.1% |
| 3M | -5.0% | +14.5% | -19.5% | -17.2% |
| 6M | +155.0% | -7.1% | +162.1% | +143.5% |
| YTD | +349.7% | -23.4% | +373.1% | +378.6% |
| 1Y | +260.4% | -38.6% | +299.0% | +345.2% |
| 3Y | +83.6% | -11.3% | +94.9% | +61.5% |
| 5Y | +917.8% | -28.0% | +945.8% | +985.0% |
| All | +3,560.9% | +105.8% | +3,455.1% | +1,975.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling