+495.0%
TLN vs AEIS
+173.5%
+321.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +1.5% |
| 7D | +10.9% | +8.1% | +2.8% | +7.0% |
| 30D | -6.3% | -11.1% | +4.8% | -1.2% |
| 3M | -10.7% | -5.6% | -5.0% | -10.8% |
| 6M | +1.6% | -0.6% | +2.3% | -3.1% |
| YTD | -13.1% | +38.0% | -51.1% | -30.1% |
| 1Y | -15.1% | +87.2% | -102.3% | -41.7% |
| 3Y | +495.0% | +179.7% | +315.3% | +240.1% |
| All | +495.0% | +173.5% | +321.5% | +240.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling