-44.5%
TOST vs AEHR
+377.0%
-421.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.0% | -10.4% | -2.5% |
| 7D | +9.4% | -2.4% | +11.8% | +8.7% |
| 30D | +13.5% | -40.1% | +53.5% | +19.6% |
| 3M | -0.1% | -46.3% | +46.1% | +4.9% |
| 6M | +22.5% | -44.6% | +67.1% | +21.4% |
| YTD | -2.4% | +165.3% | -167.7% | -31.2% |
| 1Y | -4.7% | +126.1% | -130.8% | -31.0% |
| 3Y | +103.2% | +132.2% | -29.0% | +23.3% |
| 5Y | -41.2% | +108.3% | -149.5% | -74.7% |
| All | -44.5% | +377.0% | -421.6% | -74.7% |
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