+48.4%
THC vs AEIS
-2.1%
+50.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.3% | -9.3% | +1.9% |
| 7D | +7.5% | +1.0% | +6.5% | +7.2% |
| 30D | +9.6% | -24.0% | +33.6% | +10.2% |
| 3M | +10.3% | -32.5% | +42.8% | +11.2% |
| 6M | +51.8% | -38.6% | +90.4% | +53.9% |
| YTD | +45.4% | +4.8% | +40.6% | +17.6% |
| All | +48.4% | -2.1% | +50.5% | +22.7% |
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