+206.0%
THC vs AEE
+813.9%
-607.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | +1.3% | -2.3% | +3.5% | +2.5% |
| 3M | +64.2% | +0.2% | +64.0% | +63.9% |
| 6M | +8.3% | -4.7% | +13.0% | +10.7% |
| YTD | +33.4% | +8.1% | +25.3% | +27.4% |
| 1Y | +37.7% | +8.5% | +29.1% | +31.1% |
| 3Y | +236.8% | +48.9% | +187.9% | +166.2% |
| 5Y | +249.3% | +39.9% | +209.3% | +184.1% |
| 10Y | +995.2% | +186.5% | +808.7% | +501.6% |
| All | +206.0% | +813.9% | -607.9% | -12.4% |
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 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