-97.2%
TSLQ vs AEE
+39.3%
-136.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -6.6% | -0.8% | -5.8% | -6.7% |
| 30D | -24.3% | -2.9% | -21.4% | -24.7% |
| 3M | -3.6% | -2.4% | -1.2% | -3.7% |
| 6M | -12.0% | -2.7% | -9.2% | -12.1% |
| YTD | +1.4% | +7.3% | -5.9% | +4.6% |
| 1Y | -43.6% | +7.5% | -51.1% | -41.7% |
| 3Y | -95.4% | +46.2% | -141.6% | -94.7% |
| All | -97.2% | +39.3% | -136.5% | -97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling