-21.0%
TSLQ vs AEE
+13.9%
-34.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.5% | +4.0% | +4.1% |
| 7D | +9.8% | +4.7% | +5.1% | +5.2% |
| 30D | -6.0% | +13.4% | -19.5% | -16.6% |
| 3M | -35.0% | +4.1% | -39.1% | -37.2% |
| 6M | -24.9% | +2.0% | -27.0% | -24.3% |
| YTD | -12.7% | +15.6% | -28.3% | -20.1% |
| 1Y | -21.0% | +14.1% | -35.1% | -26.3% |
| All | -21.0% | +13.9% | -34.9% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling