+581.7%
TLN vs AEIS
+189.1%
+392.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +2.7% |
| 7D | +7.1% | +3.0% | +4.1% | +5.7% |
| 30D | -3.9% | -14.6% | +10.8% | +2.9% |
| 3M | -16.2% | -12.4% | -3.7% | -13.4% |
| 6M | -5.8% | -15.0% | +9.1% | -3.0% |
| YTD | -15.4% | +34.3% | -49.7% | -30.1% |
| 1Y | -16.7% | +87.4% | -104.0% | -41.2% |
| 3Y | +473.8% | +139.8% | +334.0% | +250.7% |
| All | +581.7% | +189.1% | +392.6% | +316.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling