+255.1%
TPR vs AEHR
+127.9%
+127.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.0% | -10.0% | -2.1% |
| 7D | +14.2% | -2.4% | +16.6% | +13.4% |
| 30D | +17.1% | -40.1% | +57.1% | +22.7% |
| 3M | -17.7% | -46.3% | +28.6% | -13.8% |
| 6M | -10.2% | -44.6% | +34.4% | -9.8% |
| YTD | +4.9% | +165.3% | -160.4% | -18.9% |
| 1Y | +36.1% | +126.1% | -90.0% | +7.4% |
| 3Y | +416.5% | +132.2% | +284.3% | +261.2% |
| All | +255.1% | +127.9% | +127.3% | +90.0% |
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 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