+587.5%
TLN vs AEE
+48.2%
+539.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.8% |
| 7D | +5.8% | +1.1% | +4.8% | +5.7% |
| 30D | -6.9% | 0.0% | -6.9% | -6.8% |
| 3M | -10.9% | -0.9% | -10.0% | -10.9% |
| 6M | -4.6% | -2.4% | -2.2% | -4.4% |
| YTD | -14.7% | +8.6% | -23.4% | -15.6% |
| 1Y | -17.9% | +10.2% | -28.1% | -18.9% |
| 3Y | +483.9% | +47.8% | +436.0% | +470.6% |
| All | +587.5% | +48.2% | +539.2% | +576.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling