+1,868.4%
TMO vs AEHR
+536.0%
+1,332.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.3% |
| 7D | -2.5% | +23.0% | -25.5% | -3.3% |
| 30D | -0.3% | -19.9% | +19.6% | +0.3% |
| 3M | +25.3% | +0.5% | +24.7% | +23.7% |
| 6M | +20.9% | +123.6% | -102.7% | +14.1% |
| YTD | +4.3% | +364.6% | -360.3% | -5.3% |
| 1Y | +27.0% | +255.3% | -228.3% | +16.1% |
| 3Y | +17.5% | +89.7% | -72.2% | +6.5% |
| 5Y | +6.9% | +827.9% | -820.9% | -12.0% |
| 10Y | +332.0% | +3,682.7% | -3,350.7% | +214.0% |
| All | +1,868.4% | +536.0% | +1,332.4% | +1,193.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling