+2,252.4%
AEP vs THC
+550.9%
+1,701.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | -2.8% | +3.7% | -6.5% | -3.1% |
| 30D | +3.6% | +9.0% | -5.4% | +2.9% |
| 3M | +1.8% | +10.4% | -8.6% | +0.9% |
| 6M | -3.1% | +45.7% | -48.8% | -6.1% |
| YTD | +12.2% | +42.6% | -30.3% | +8.7% |
| 1Y | +9.1% | +38.8% | -29.6% | +5.8% |
| 3Y | +77.9% | +418.8% | -340.9% | +54.8% |
| 5Y | +78.1% | +275.7% | -197.6% | +56.0% |
| 10Y | +187.8% | +1,496.2% | -1,308.4% | +111.7% |
| All | +2,252.4% | +550.9% | +1,701.5% | +1,461.2% |
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