+317.8%
TMUS vs AEHR
+3,898.3%
-3,580.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.3% | -7.6% | -2.5% |
| 7D | -5.3% | +19.1% | -24.4% | -5.5% |
| 30D | +0.1% | -10.0% | +10.1% | +0.1% |
| 3M | -0.6% | +1.3% | -1.9% | -1.0% |
| 6M | -17.5% | +133.8% | -151.3% | -19.5% |
| YTD | -11.3% | +373.3% | -384.6% | -15.0% |
| 1Y | -25.4% | +256.2% | -281.6% | -28.3% |
| 3Y | +35.5% | +93.2% | -57.7% | +30.1% |
| 5Y | +41.9% | +793.1% | -751.2% | +25.2% |
| 10Y | +317.8% | +3,753.2% | -3,435.4% | +233.7% |
| All | +317.8% | +3,898.3% | -3,580.5% | +233.7% |
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