+48.1%
TSLA vs AEHR
+775.9%
-727.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | -0.8% |
| 7D | -3.4% | +23.0% | -26.4% | -7.8% |
| 30D | +9.2% | -19.9% | +29.2% | +12.5% |
| 3M | -4.7% | +0.5% | -5.3% | -9.7% |
| 6M | -8.9% | +123.6% | -132.5% | -31.0% |
| YTD | -19.2% | +364.6% | -383.8% | -50.2% |
| 1Y | +4.5% | +255.3% | -250.8% | -32.9% |
| 3Y | +46.3% | +89.7% | -43.4% | -8.1% |
| 5Y | +48.1% | +827.9% | -779.8% | -44.3% |
| All | +48.1% | +775.9% | -727.8% | -44.3% |
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