-32.3%
TWLO vs AEHR
+817.5%
-849.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.8% |
| 7D | -2.4% | +9.8% | -12.2% | -3.7% |
| 30D | -7.8% | -26.7% | +18.9% | -4.8% |
| 3M | +10.0% | -8.1% | +18.1% | +6.8% |
| 6M | +79.5% | +123.1% | -43.6% | +47.0% |
| YTD | +59.8% | +369.0% | -309.2% | +12.1% |
| 1Y | +121.7% | +256.4% | -134.7% | +60.1% |
| 3Y | +240.8% | +96.4% | +144.4% | +145.3% |
| All | -32.3% | +817.5% | -849.9% | -71.7% |
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