+600.6%
TLN vs AEIS
+197.2%
+403.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +1.5% |
| 7D | +10.9% | +8.1% | +2.8% | +7.2% |
| 30D | -6.3% | -11.1% | +4.8% | -1.4% |
| 3M | -10.7% | -5.6% | -5.0% | -10.7% |
| 6M | +1.6% | -0.6% | +2.3% | -2.6% |
| YTD | -13.1% | +38.0% | -51.1% | -29.0% |
| 1Y | -15.1% | +87.2% | -102.3% | -40.1% |
| 3Y | +495.0% | +179.7% | +315.3% | +256.0% |
| All | +600.6% | +197.2% | +403.4% | +322.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling