-51.7%
TSLL vs AEIS
+140.9%
-192.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | -0.1% |
| 7D | -11.0% | -6.9% | -4.1% | -4.1% |
| 30D | -5.3% | -23.2% | +17.9% | +19.8% |
| 3M | +20.8% | -29.5% | +50.3% | +58.8% |
| 6M | -36.0% | -37.9% | +1.9% | -8.0% |
| YTD | -47.3% | +6.0% | -53.3% | -63.0% |
| 1Y | -48.4% | +1.2% | -49.7% | -61.7% |
| 3Y | -5.4% | +150.0% | -155.4% | -74.4% |
| All | -51.7% | +140.9% | -192.6% | -87.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling