+55.2%
AEP vs TSLQ
-97.3%
+152.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.0% | +8.7% | +0.8% |
| 7D | +2.0% | -8.6% | +10.6% | +2.1% |
| 30D | +0.5% | -24.9% | +25.4% | +0.7% |
| 3M | -0.3% | -1.5% | +1.2% | -0.4% |
| 6M | -3.5% | -18.1% | +14.6% | -3.5% |
| YTD | +11.3% | -0.1% | +11.4% | +11.1% |
| 1Y | +20.2% | -51.4% | +71.6% | +20.3% |
| 3Y | +79.8% | -95.9% | +175.7% | +78.8% |
| All | +55.2% | -97.3% | +152.4% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling