+974.4%
THC vs AEIS
+528.8%
+445.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.3% |
| 7D | -0.7% | +3.0% | -3.6% | -1.8% |
| 30D | +1.3% | -14.6% | +15.9% | +6.5% |
| 3M | +64.2% | -12.4% | +76.7% | +63.7% |
| 6M | +8.3% | -15.0% | +23.2% | +6.4% |
| YTD | +33.4% | +34.3% | -0.9% | +6.9% |
| 1Y | +37.7% | +87.4% | -49.7% | -6.2% |
| 3Y | +236.8% | +139.8% | +97.0% | +92.9% |
| 5Y | +249.3% | +220.7% | +28.5% | +67.6% |
| All | +974.4% | +528.8% | +445.6% | +204.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling