-23.4%
TSLL vs AEIS
+93.3%
-116.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.4% | -14.3% | -13.2% |
| 7D | +1.9% | +3.0% | -1.1% | +0.3% |
| 30D | +17.8% | -14.6% | +32.4% | +26.9% |
| 3M | -37.0% | -12.4% | -24.6% | -33.5% |
| 6M | -37.7% | -15.0% | -22.7% | -35.1% |
| YTD | -51.4% | +34.3% | -85.7% | -62.8% |
| 1Y | -23.4% | +87.4% | -110.7% | -41.0% |
| All | -23.4% | +93.3% | -116.7% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling