-17.9%
TLN vs AEIS
+85.4%
-103.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -9.9% |
| 6M | -4.6% | -6.3% | +1.7% | -7.6% |
| YTD | -14.7% | +36.5% | -51.2% | -33.6% |
| 1Y | -17.9% | +84.8% | -102.7% | -42.6% |
| All | -17.9% | +85.4% | -103.3% | -42.6% |
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