+43.0%
TMUS vs AEHR
+889.0%
-846.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.3% | -5.2% | +0.1% |
| 7D | -0.3% | +18.5% | -18.8% | -0.3% |
| 30D | +3.1% | -11.9% | +15.0% | +3.1% |
| 3M | +2.4% | -5.0% | +7.4% | +2.4% |
| 6M | -17.1% | +155.0% | -172.0% | -18.4% |
| YTD | -9.1% | +349.7% | -358.8% | -11.7% |
| 1Y | -23.6% | +260.4% | -284.0% | -25.7% |
| 3Y | +38.8% | +83.6% | -44.8% | +36.8% |
| 5Y | +43.0% | +917.8% | -874.9% | +25.7% |
| All | +43.0% | +889.0% | -846.0% | +25.7% |
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 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