+360.1%
AEM vs THC
+1,045.0%
-684.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | +0.2% |
| 7D | +3.0% | +4.1% | -1.1% | +2.8% |
| 30D | +12.5% | +3.5% | +9.0% | +12.3% |
| 3M | +26.9% | +61.7% | -34.8% | +23.9% |
| 6M | -9.4% | +11.8% | -21.3% | -10.2% |
| YTD | +20.3% | +35.4% | -15.1% | +18.2% |
| 1Y | +33.8% | +37.0% | -3.2% | +31.3% |
| 3Y | +349.8% | +260.1% | +89.7% | +321.3% |
| 5Y | +301.0% | +262.6% | +38.4% | +271.4% |
| All | +360.1% | +1,045.0% | -684.9% | +325.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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