+587.5%
TLN vs AEIS
+193.9%
+393.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.4% |
| 7D | +5.8% | +6.5% | -0.6% | +3.0% |
| 30D | -6.9% | -9.2% | +2.3% | -2.9% |
| 3M | -10.9% | -8.3% | -2.5% | -9.7% |
| 6M | -4.6% | -6.3% | +1.7% | -6.0% |
| YTD | -14.7% | +36.5% | -51.2% | -30.0% |
| 1Y | -17.9% | +84.8% | -102.7% | -41.7% |
| 3Y | +483.9% | +176.6% | +307.3% | +251.1% |
| All | +587.5% | +193.9% | +393.6% | +316.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling