+78.6%
AEP vs TSLQ
-95.6%
+174.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +0.9% | -8.0% | +8.9% | +1.0% |
| 30D | +1.5% | -23.8% | +25.3% | +1.9% |
| 3M | -1.7% | -7.0% | +5.3% | -1.8% |
| 6M | -4.0% | -17.1% | +13.1% | -4.1% |
| YTD | +10.6% | +0.1% | +10.5% | +10.2% |
| 1Y | +18.6% | -51.2% | +69.8% | +19.0% |
| All | +78.6% | -95.6% | +174.2% | +85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling