+37.0%
THC vs AEE
+10.4%
+26.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.0% |
| 7D | +4.1% | +1.1% | +3.0% | +3.6% |
| 30D | +3.5% | 0.0% | +3.5% | +3.4% |
| 3M | +61.7% | -0.9% | +62.7% | +62.7% |
| 6M | +11.8% | -2.4% | +14.2% | +13.4% |
| YTD | +35.4% | +8.6% | +26.8% | +30.1% |
| 1Y | +37.0% | +10.2% | +26.9% | +33.2% |
| All | +37.0% | +10.4% | +26.6% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling