+1,643.1%
TSM vs AEHR
+1,768.2%
-125.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.7% | +5.0% | -0.9% |
| 7D | +6.2% | +6.4% | -0.2% | +5.3% |
| 30D | -7.3% | -20.3% | +13.0% | -5.4% |
| 3M | -7.1% | -53.8% | +46.7% | +0.2% |
| 6M | +0.2% | -44.8% | +45.0% | +3.6% |
| YTD | +32.2% | +182.2% | -150.0% | +11.4% |
| 1Y | +42.8% | +174.7% | -131.9% | +20.5% |
| 3Y | +330.4% | +143.5% | +186.9% | +240.0% |
| 5Y | +263.9% | +129.9% | +134.1% | +168.5% |
| All | +1,643.1% | +1,768.2% | -125.1% | +903.4% |
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