+3,594.0%
AEM vs THC
+508.9%
+3,085.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -0.5% | -0.7% | +0.1% | -0.5% |
| 30D | +24.0% | +1.3% | +22.8% | +23.9% |
| 3M | +16.1% | +64.2% | -48.2% | +13.8% |
| 6M | -11.6% | +8.3% | -19.9% | -12.0% |
| YTD | +21.5% | +33.4% | -11.8% | +20.0% |
| 1Y | +39.2% | +37.7% | +1.5% | +37.1% |
| 3Y | +347.4% | +236.8% | +110.6% | +324.9% |
| 5Y | +290.1% | +249.3% | +40.9% | +267.2% |
| 10Y | +357.8% | +995.2% | -637.5% | +305.2% |
| All | +3,594.0% | +508.9% | +3,085.1% | +3,216.3% |
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