+52.8%
AEP vs TSLQ
-97.2%
+150.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.3% | -1.0% |
| 7D | -1.0% | +5.7% | -6.7% | -1.0% |
| 30D | -0.1% | -21.1% | +21.0% | +0.1% |
| 3M | -3.2% | -11.5% | +8.3% | -3.3% |
| 6M | -5.3% | -14.9% | +9.6% | -5.4% |
| YTD | +9.5% | +2.4% | +7.1% | +9.4% |
| 1Y | +17.5% | -49.8% | +67.3% | +17.5% |
| 3Y | +77.0% | -95.8% | +172.8% | +76.0% |
| All | +52.8% | -97.2% | +150.0% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling