+14.5%
TFC vs AEHR
+976.1%
-961.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.3% | -6.0% | -1.2% |
| 7D | -1.3% | +19.1% | -20.4% | -2.9% |
| 30D | -2.3% | -10.0% | +7.7% | -2.0% |
| 3M | +2.5% | +1.3% | +1.1% | -0.1% |
| 6M | +9.5% | +133.8% | -124.3% | -3.3% |
| YTD | +5.1% | +373.3% | -368.2% | -14.6% |
| 1Y | +15.5% | +256.2% | -240.7% | -4.6% |
| 3Y | +95.2% | +93.2% | +1.9% | +58.2% |
| 5Y | +14.5% | +793.1% | -778.6% | -23.1% |
| All | +14.5% | +976.1% | -961.6% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling