-44.4%
TOST vs AEHR
+432.6%
-477.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.6% | -11.4% | -1.2% |
| 7D | +4.0% | +16.2% | -12.2% | +1.1% |
| 30D | +11.1% | -29.3% | +40.4% | +14.4% |
| 3M | +0.8% | -42.0% | +42.8% | +4.9% |
| 6M | +38.8% | -38.5% | +77.3% | +36.1% |
| YTD | -2.1% | +196.2% | -198.3% | -32.0% |
| 1Y | -6.0% | +144.3% | -150.3% | -32.5% |
| 3Y | +149.8% | +158.0% | -8.2% | +49.3% |
| 5Y | -42.8% | +144.4% | -187.2% | -75.6% |
| All | -44.4% | +432.6% | -477.0% | -75.0% |
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