+438.0%
THC vs AEE
+57.9%
+380.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +3.7% | +2.1% | +1.6% | +3.0% |
| 30D | +9.0% | +11.4% | -2.3% | +5.1% |
| 3M | +10.4% | +5.0% | +5.4% | +8.5% |
| 6M | +45.7% | +4.4% | +41.2% | +43.5% |
| YTD | +42.6% | +15.4% | +27.2% | +35.8% |
| 1Y | +38.8% | +13.8% | +25.0% | +32.7% |
| All | +438.0% | +57.9% | +380.1% | +356.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling