+448.6%
THC vs AEIS
+2,566.8%
-2,118.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.2% |
| 7D | -0.7% | +3.0% | -3.6% | -1.1% |
| 30D | +1.3% | -14.6% | +15.9% | +3.6% |
| 3M | +64.2% | -12.4% | +76.7% | +64.6% |
| 6M | +8.3% | -15.0% | +23.2% | +8.1% |
| YTD | +33.4% | +34.3% | -0.9% | +23.0% |
| 1Y | +37.7% | +87.4% | -49.7% | +19.5% |
| 3Y | +236.8% | +139.8% | +97.0% | +175.7% |
| 5Y | +249.3% | +220.7% | +28.5% | +170.9% |
| 10Y | +995.2% | +531.6% | +463.7% | +659.9% |
| All | +448.6% | +2,566.8% | -2,118.2% | +180.1% |
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