+680.9%
TLN vs AEIS
+125.7%
+555.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +11.3% | -4.1% | +2.0% |
| 7D | +9.1% | +1.0% | +8.1% | +8.2% |
| 30D | -4.1% | -24.0% | +19.9% | +7.8% |
| 3M | +4.4% | -32.5% | +36.9% | +23.4% |
| 6M | -6.0% | -38.6% | +32.6% | +13.0% |
| YTD | -3.1% | +4.8% | -8.0% | -11.2% |
| 1Y | -6.1% | +1.3% | -7.4% | -12.5% |
| 3Y | +575.3% | +159.2% | +416.1% | +348.3% |
| All | +680.9% | +125.7% | +555.2% | +428.7% |
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 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