-10.4%
TSCO vs AEHR
+817.5%
-827.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.6% |
| 7D | -5.7% | +9.8% | -15.4% | -6.1% |
| 30D | -8.8% | -26.7% | +18.0% | -7.7% |
| 3M | +6.3% | -8.1% | +14.4% | +5.5% |
| 6M | -32.3% | +123.1% | -155.3% | -37.2% |
| YTD | -32.7% | +369.0% | -401.7% | -40.9% |
| 1Y | -43.7% | +256.4% | -300.1% | -50.1% |
| 3Y | -19.7% | +96.4% | -116.0% | -29.3% |
| All | -10.4% | +817.5% | -827.9% | -34.7% |
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