-46.7%
TOST vs AEHR
+708.5%
-755.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.3% | -7.2% | -2.7% |
| 7D | -0.9% | +18.5% | -19.4% | -3.4% |
| 30D | -3.5% | -11.9% | +8.5% | -2.9% |
| 3M | +38.1% | -5.0% | +43.1% | +32.8% |
| 6M | +9.9% | +155.0% | -145.1% | -15.1% |
| YTD | -6.3% | +349.7% | -355.9% | -37.1% |
| 1Y | -18.3% | +260.4% | -278.7% | -44.1% |
| 3Y | +59.7% | +83.6% | -23.9% | +11.9% |
| All | -46.7% | +708.5% | -755.2% | -76.8% |
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