+498.2%
THC vs AEIS
+1,982.0%
-1,483.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.3% | -9.3% | +0.2% |
| 7D | +7.5% | +1.0% | +6.5% | +6.6% |
| 30D | +9.6% | -24.0% | +33.6% | +13.5% |
| 3M | +10.3% | -32.5% | +42.8% | +15.7% |
| 6M | +51.8% | -38.6% | +90.4% | +58.9% |
| YTD | +45.4% | +4.8% | +40.6% | +37.9% |
| 1Y | +40.8% | +1.3% | +39.5% | +34.2% |
| 3Y | +448.8% | +159.2% | +289.6% | +338.0% |
| 5Y | +263.4% | +140.8% | +122.6% | +191.8% |
| 10Y | +1,800.1% | +349.8% | +1,450.3% | +1,270.3% |
| All | +498.2% | +1,982.0% | -1,483.8% | +213.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling