+2,285.8%
AEP vs THC
+563.9%
+1,721.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.3% |
| 7D | -1.5% | +7.5% | -9.0% | -2.1% |
| 30D | +4.5% | +9.6% | -5.1% | +3.7% |
| 3M | +2.8% | +10.3% | -7.4% | +2.0% |
| 6M | -0.7% | +51.8% | -52.5% | -4.0% |
| YTD | +13.8% | +45.4% | -31.6% | +10.1% |
| 1Y | +9.0% | +40.8% | -31.8% | +5.5% |
| 3Y | +83.0% | +448.8% | -365.8% | +58.5% |
| 5Y | +83.3% | +263.4% | -180.1% | +60.9% |
| 10Y | +194.6% | +1,800.1% | -1,605.5% | +114.5% |
| All | +2,285.8% | +563.9% | +1,721.9% | +1,481.1% |
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