-48.4%
TSLL vs AEIS
-1.0%
-47.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.3% |
| 7D | -11.0% | -6.9% | -4.1% | -7.0% |
| 30D | -5.3% | -23.2% | +17.9% | +9.0% |
| 3M | +20.8% | -29.5% | +50.3% | +42.5% |
| 6M | -36.0% | -37.9% | +1.9% | -20.1% |
| YTD | -47.3% | +6.0% | -53.3% | -53.2% |
| 1Y | -48.4% | +1.2% | -49.7% | -52.2% |
| All | -48.4% | -1.0% | -47.4% | -52.2% |
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 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