+244.5%
THC vs AEE
+43.4%
+201.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.2% | -2.7% |
| 7D | -2.6% | +1.3% | -3.9% | -3.2% |
| 30D | -1.2% | -1.2% | +0.1% | -0.6% |
| 3M | +58.9% | +1.0% | +57.9% | +58.1% |
| 6M | +9.3% | -2.3% | +11.6% | +10.2% |
| YTD | +30.4% | +9.1% | +21.2% | +24.4% |
| 1Y | +34.6% | +10.6% | +24.0% | +27.5% |
| 3Y | +246.7% | +48.5% | +198.2% | +179.3% |
| 5Y | +244.5% | +39.9% | +204.7% | +186.4% |
| All | +244.5% | +43.4% | +201.1% | +186.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling