+581.7%
TLN vs AEE
+47.5%
+534.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.7% |
| 7D | +7.1% | +0.3% | +6.7% | +7.0% |
| 30D | -3.9% | -2.3% | -1.6% | -3.6% |
| 3M | -16.2% | +0.2% | -16.4% | -16.4% |
| 6M | -5.8% | -4.7% | -1.1% | -5.4% |
| YTD | -15.4% | +8.1% | -23.5% | -16.3% |
| 1Y | -16.7% | +8.5% | -25.2% | -17.5% |
| 3Y | +473.8% | +48.9% | +424.9% | +461.5% |
| All | +581.7% | +47.5% | +534.2% | +570.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling