+309.3%
TEL vs AEHR
+3,845.4%
-3,536.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.6% | +3.5% |
| 7D | +1.6% | +9.8% | -8.2% | +0.7% |
| 30D | -0.7% | -26.7% | +26.1% | +1.7% |
| 3M | +2.4% | -8.1% | +10.5% | +1.1% |
| 6M | +4.1% | +123.1% | -118.9% | -6.8% |
| YTD | -5.8% | +369.0% | -374.8% | -22.1% |
| 1Y | +0.9% | +256.4% | -255.5% | -15.2% |
| 3Y | +72.6% | +96.4% | -23.8% | +42.2% |
| 5Y | +57.5% | +836.6% | -779.0% | +9.5% |
| All | +309.3% | +3,845.4% | -3,536.1% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 AEHR 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