+421.3%
THC vs AEIS
+148.8%
+272.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.2% |
| 7D | +1.0% | +11.5% | -10.6% | -0.5% |
| 30D | +5.3% | -15.8% | +21.1% | +7.1% |
| 3M | +7.1% | -33.3% | +40.4% | +12.4% |
| 6M | +46.0% | -35.2% | +81.2% | +50.8% |
| YTD | +43.9% | +5.0% | +38.9% | +27.6% |
| 1Y | +45.4% | +8.5% | +37.0% | +27.6% |
| 3Y | +421.3% | +152.9% | +268.4% | +227.7% |
| All | +421.3% | +148.8% | +272.5% | +227.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling