+52.6%
AEP vs TSLQ
-97.2%
+149.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -0.9% | -6.6% | +5.7% | -0.9% |
| 30D | -1.1% | -24.3% | +23.2% | -0.9% |
| 3M | -3.3% | -3.6% | +0.3% | -3.4% |
| 6M | -4.6% | -12.0% | +7.3% | -4.7% |
| YTD | +9.4% | +1.4% | +8.0% | +9.3% |
| 1Y | +16.9% | -43.6% | +60.5% | +16.9% |
| 3Y | +76.6% | -95.4% | +172.0% | +76.7% |
| All | +52.6% | -97.2% | +149.8% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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