+1,800.1%
THC vs AEIS
+358.4%
+1,441.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.3% | -9.3% | -1.9% |
| 7D | +7.5% | +1.0% | +6.5% | +5.5% |
| 30D | +9.6% | -24.0% | +33.6% | +18.0% |
| 3M | +10.3% | -32.5% | +42.8% | +22.1% |
| 6M | +51.8% | -38.6% | +90.4% | +66.2% |
| YTD | +45.4% | +4.8% | +40.6% | +23.5% |
| 1Y | +40.8% | +1.3% | +39.5% | +21.0% |
| 3Y | +448.8% | +159.2% | +289.6% | +186.2% |
| 5Y | +263.4% | +140.8% | +122.6% | +88.8% |
| 10Y | +1,800.1% | +349.8% | +1,450.3% | +566.4% |
| All | +1,800.1% | +358.4% | +1,441.6% | +566.4% |
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