+263.2%
AEHR vs TYL
+18,591.6%
-18,328.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.3% | +11.3% | +9.2% |
| 7D | -2.4% | +6.7% | -9.1% | -3.2% |
| 30D | -40.1% | +26.5% | -66.6% | -41.8% |
| 3M | -46.3% | +37.3% | -83.6% | -48.7% |
| 6M | -44.6% | +31.2% | -75.8% | -47.6% |
| YTD | +165.3% | -7.4% | +172.7% | +161.2% |
| 1Y | +126.1% | -9.6% | +135.7% | +123.2% |
| 3Y | +132.2% | +1.9% | +130.3% | +125.1% |
| 5Y | +108.3% | -21.1% | +129.4% | +109.3% |
| 10Y | +1,538.2% | +171.8% | +1,366.4% | +1,408.5% |
| All | +263.2% | +18,591.6% | -18,328.4% | +163.4% |
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