+301.0%
TWLO vs AEHR
+3,845.4%
-3,544.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.7% |
| 7D | -2.4% | +9.8% | -12.2% | -3.4% |
| 30D | -7.8% | -26.7% | +18.9% | -5.4% |
| 3M | +10.0% | -8.1% | +18.1% | +7.5% |
| 6M | +79.5% | +123.1% | -43.6% | +54.2% |
| YTD | +59.8% | +369.0% | -309.2% | +22.7% |
| 1Y | +121.7% | +256.4% | -134.7% | +73.9% |
| 3Y | +240.8% | +96.4% | +144.4% | +161.7% |
| 5Y | -33.6% | +836.6% | -870.2% | -61.0% |
| All | +301.0% | +3,845.4% | -3,544.4% | +91.3% |
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 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