-51.7%
TSLL vs AEE
+40.1%
-91.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -11.0% | +3.0% | -14.0% | -11.6% |
| 30D | -5.3% | +11.2% | -16.5% | -7.7% |
| 3M | +20.8% | +7.0% | +13.8% | +18.7% |
| 6M | -36.0% | +5.7% | -41.7% | -37.8% |
| YTD | -47.3% | +16.2% | -63.5% | -51.3% |
| 1Y | -48.4% | +12.0% | -60.5% | -51.5% |
| 3Y | -5.4% | +63.4% | -68.8% | -25.8% |
| All | -51.7% | +40.1% | -91.8% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 10y: compounded portfolio wealth divided by compounded AEE 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…
10y analysis · Full analysis span regression · 6 months rolling