+3,255.3%
AEM vs THC
+573.0%
+2,682.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.4% |
| 7D | +1.4% | +0.2% | +1.1% | +1.4% |
| 30D | -1.2% | +9.0% | -10.2% | -1.5% |
| 3M | +2.5% | +12.9% | -10.4% | +2.0% |
| 6M | -5.1% | +52.8% | -57.9% | -6.7% |
| YTD | +10.4% | +47.4% | -37.0% | +8.5% |
| 1Y | +11.8% | +47.7% | -36.0% | +9.9% |
| 3Y | +315.6% | +444.7% | -129.0% | +288.4% |
| 5Y | +266.3% | +269.3% | -3.0% | +243.9% |
| 10Y | +427.4% | +1,913.5% | -1,486.2% | +358.4% |
| All | +3,255.3% | +573.0% | +2,682.3% | +2,900.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling