-22.6%
TLN vs AEE
+9.0%
-31.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.3% |
| 7D | +2.0% | -0.7% | +2.6% | +2.1% |
| 30D | -12.9% | -2.0% | -11.0% | -12.6% |
| 3M | -7.4% | -2.8% | -4.6% | -7.4% |
| 6M | -6.0% | -3.6% | -2.5% | -6.2% |
| YTD | -16.9% | +7.3% | -24.2% | -17.9% |
| 1Y | -22.6% | +8.7% | -31.3% | -20.2% |
| All | -22.6% | +9.0% | -31.7% | -20.2% |
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