-17.3%
TLN vs AEIS
+6.2%
-23.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -11.1% | +2.6% | -3.5% |
| 7D | -6.0% | -12.7% | +6.7% | -0.2% |
| 30D | -1.5% | -28.8% | +27.3% | +14.1% |
| 3M | -3.9% | -38.0% | +34.1% | +17.7% |
| 6M | -15.0% | -45.3% | +30.3% | +7.1% |
| YTD | -12.8% | +1.1% | -14.0% | -23.1% |
| 1Y | -17.3% | +8.6% | -25.9% | -29.0% |
| All | -17.3% | +6.2% | -23.6% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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