+484.8%
AEHR vs TYL
+16,079.1%
-15,594.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -4.0% | +17.1% | +13.6% |
| 7D | +6.7% | -3.7% | +10.4% | +7.1% |
| 30D | -12.7% | +18.7% | -31.4% | -14.7% |
| 3M | -26.0% | +18.1% | -44.1% | -28.4% |
| 6M | +102.2% | -1.1% | +103.3% | +98.6% |
| YTD | +327.2% | -19.8% | +347.0% | +330.1% |
| 1Y | +228.1% | -34.3% | +262.4% | +238.5% |
| 3Y | +67.0% | -8.2% | +75.3% | +64.7% |
| 5Y | +928.1% | -25.4% | +953.5% | +949.2% |
| 10Y | +3,269.5% | +115.6% | +3,154.0% | +3,088.4% |
| All | +484.8% | +16,079.1% | -15,594.3% | +333.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling