+177.7%
AEP vs THC
+1,002.8%
-825.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.9% |
| 7D | +0.9% | +4.1% | -3.2% | +0.6% |
| 30D | +1.5% | +3.5% | -2.0% | +1.2% |
| 3M | -1.7% | +61.7% | -63.4% | -5.3% |
| 6M | -4.0% | +11.8% | -15.9% | -5.2% |
| YTD | +10.6% | +35.4% | -24.8% | +7.6% |
| 1Y | +18.6% | +37.0% | -18.4% | +15.2% |
| 3Y | +78.7% | +260.1% | -181.4% | +59.8% |
| 5Y | +65.1% | +262.6% | -197.5% | +45.0% |
| 10Y | +177.7% | +1,039.2% | -861.5% | +123.0% |
| All | +177.7% | +1,002.8% | -825.1% | +123.0% |
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