+40.7%
THC vs AEIS
+6.2%
+34.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -11.1% | +20.7% | +9.6% |
| 7D | +8.8% | -12.7% | +21.5% | +8.9% |
| 30D | +12.6% | -28.8% | +41.5% | +13.4% |
| 3M | +15.4% | -38.0% | +53.4% | +16.7% |
| 6M | +57.7% | -45.3% | +103.0% | +62.3% |
| YTD | +47.1% | +1.1% | +45.9% | +27.2% |
| 1Y | +40.7% | +8.6% | +32.1% | +18.6% |
| All | +40.7% | +6.2% | +34.4% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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