-17.3%
TLN vs AEE
+13.9%
-31.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +2.5% | -11.0% | -9.1% |
| 7D | -6.0% | +4.7% | -10.7% | -7.3% |
| 30D | -1.5% | +13.4% | -15.0% | -5.8% |
| 3M | -3.9% | +4.1% | -7.9% | -5.6% |
| 6M | -15.0% | +2.0% | -17.1% | -16.3% |
| YTD | -12.8% | +15.6% | -28.4% | -18.9% |
| 1Y | -17.3% | +14.1% | -31.4% | -22.7% |
| All | -17.3% | +13.9% | -31.2% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling