+72.6%
TEL vs AEHR
+88.1%
-15.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.6% | +3.5% |
| 7D | +1.6% | +9.8% | -8.2% | +0.5% |
| 30D | -0.7% | -26.7% | +26.1% | +2.4% |
| 3M | +2.4% | -8.1% | +10.5% | +0.8% |
| 6M | +4.1% | +123.1% | -118.9% | -9.6% |
| YTD | -5.8% | +369.0% | -374.8% | -26.1% |
| 1Y | +0.9% | +256.4% | -255.5% | -19.3% |
| 3Y | +72.6% | +96.4% | -23.8% | +30.4% |
| All | +72.6% | +88.1% | -15.5% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling