+132.2%
AEHR vs TYL
+2.6%
+129.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.3% | +11.3% | +8.0% |
| 7D | -2.4% | +6.7% | -9.1% | +0.5% |
| 30D | -40.1% | +26.5% | -66.6% | -33.9% |
| 3M | -46.3% | +37.3% | -83.6% | -39.2% |
| 6M | -44.6% | +31.2% | -75.8% | -36.8% |
| YTD | +165.3% | -7.4% | +172.7% | +228.0% |
| 1Y | +126.1% | -9.6% | +135.7% | +181.8% |
| 3Y | +132.2% | +1.9% | +130.3% | +168.6% |
| All | +132.2% | +2.6% | +129.6% | +168.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling