-52.1%
TSLL vs AEIS
+138.3%
-190.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +11.3% | -0.4% | +0.4% |
| 7D | -14.3% | +1.0% | -15.3% | -15.1% |
| 30D | -6.2% | -24.0% | +17.9% | +19.9% |
| 3M | +21.2% | -32.5% | +53.7% | +66.0% |
| 6M | -36.6% | -38.6% | +2.0% | -7.9% |
| YTD | -47.8% | +4.8% | -52.6% | -63.0% |
| 1Y | -45.2% | +1.3% | -46.6% | -59.5% |
| 3Y | -3.3% | +159.2% | -162.5% | -74.7% |
| All | -52.1% | +138.3% | -190.5% | -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