+297.5%
AEM vs THC
+248.0%
+49.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -1.1% |
| 7D | +4.3% | -2.6% | +6.9% | +4.7% |
| 30D | +13.1% | -1.2% | +14.3% | +13.2% |
| 3M | +24.8% | +58.9% | -34.1% | +17.1% |
| 6M | -8.2% | +9.3% | -17.6% | -9.8% |
| YTD | +19.8% | +30.4% | -10.5% | +14.9% |
| 1Y | +32.1% | +34.6% | -2.5% | +25.8% |
| 3Y | +348.2% | +246.7% | +101.5% | +266.6% |
| 5Y | +297.5% | +244.5% | +52.9% | +208.3% |
| All | +297.5% | +248.0% | +49.5% | +208.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling