+1,779.8%
TSM vs AEHR
+3,845.4%
-2,065.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.1% |
| 7D | +1.0% | +9.8% | -8.8% | -0.1% |
| 30D | +1.0% | -26.7% | +27.7% | +4.1% |
| 3M | +2.9% | -8.1% | +11.0% | +1.7% |
| 6M | +22.8% | +123.1% | -100.2% | +8.2% |
| YTD | +43.3% | +369.0% | -325.7% | +15.3% |
| 1Y | +69.2% | +256.4% | -187.2% | +38.8% |
| 3Y | +404.5% | +96.4% | +308.1% | +304.0% |
| 5Y | +282.2% | +836.6% | -554.4% | +153.0% |
| All | +1,779.8% | +3,845.4% | -2,065.7% | +954.8% |
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