+235.1%
THC vs AEE
+882.7%
-647.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +8.8% | +3.0% | +5.8% | +7.3% |
| 30D | +10.0% | +11.2% | -1.2% | +4.0% |
| 3M | +11.7% | +7.0% | +4.7% | +7.6% |
| 6M | +52.5% | +5.7% | +46.8% | +47.7% |
| YTD | +46.1% | +16.2% | +29.8% | +34.2% |
| 1Y | +49.1% | +12.0% | +37.1% | +39.6% |
| 3Y | +439.6% | +63.4% | +376.3% | +307.0% |
| 5Y | +263.2% | +56.0% | +207.1% | +178.9% |
| 10Y | +1,900.5% | +217.4% | +1,683.1% | +931.5% |
| All | +235.1% | +882.7% | -647.6% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling