+495.0%
TLN vs AEE
+49.7%
+445.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.6% |
| 7D | +10.9% | +1.3% | +9.6% | +10.7% |
| 30D | -6.3% | -1.2% | -5.1% | -6.1% |
| 3M | -10.7% | +1.0% | -11.7% | -11.0% |
| 6M | +1.6% | -2.3% | +3.9% | +1.8% |
| YTD | -13.1% | +9.1% | -22.2% | -14.2% |
| 1Y | -15.1% | +10.6% | -25.6% | -16.3% |
| 3Y | +495.0% | +48.5% | +446.5% | +473.1% |
| All | +495.0% | +49.7% | +445.3% | +473.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling