-43.6%
TSLQ vs AEE
+8.8%
-52.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -6.6% | -0.8% | -5.8% | -6.0% |
| 30D | -24.3% | -2.9% | -21.4% | -22.0% |
| 3M | -3.6% | -2.4% | -1.2% | +2.5% |
| 6M | -12.0% | -2.7% | -9.2% | -6.7% |
| YTD | +1.4% | +7.3% | -5.9% | -0.1% |
| 1Y | -43.6% | +7.5% | -51.1% | -44.5% |
| All | -43.6% | +8.8% | -52.3% | -44.5% |
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