+240.8%
TWLO vs AEHR
+88.1%
+152.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.7% |
| 7D | -2.4% | +9.8% | -12.2% | -3.1% |
| 30D | -7.8% | -26.7% | +18.9% | -6.2% |
| 3M | +10.0% | -8.1% | +18.1% | +8.6% |
| 6M | +79.5% | +123.1% | -43.6% | +60.7% |
| YTD | +59.8% | +369.0% | -309.2% | +30.6% |
| 1Y | +121.7% | +256.4% | -134.7% | +84.7% |
| 3Y | +240.8% | +96.4% | +144.4% | +165.9% |
| All | +240.8% | +88.1% | +152.7% | +165.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling