+283.6%
TJX vs AEHR
+3,845.4%
-3,561.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.4% |
| 7D | -4.6% | +9.8% | -14.4% | -5.0% |
| 30D | -17.2% | -26.7% | +9.6% | -16.3% |
| 3M | -24.9% | -8.1% | -16.8% | -25.5% |
| 6M | -19.7% | +123.1% | -142.7% | -24.4% |
| YTD | -17.2% | +369.0% | -386.2% | -25.5% |
| 1Y | -9.4% | +256.4% | -265.8% | -17.9% |
| 3Y | +43.1% | +96.4% | -53.3% | +28.4% |
| 5Y | +96.7% | +836.6% | -739.9% | +53.6% |
| All | +283.6% | +3,845.4% | -3,561.8% | +150.5% |
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