-95.4%
TSLQ vs AEE
+46.3%
-141.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.3% |
| 7D | +5.7% | -0.7% | +6.4% | +5.7% |
| 30D | -21.1% | -2.0% | -19.1% | -21.1% |
| 3M | -11.5% | -2.8% | -8.7% | -11.0% |
| 6M | -14.9% | -3.6% | -11.3% | -14.6% |
| YTD | +2.4% | +7.3% | -4.9% | +6.2% |
| 1Y | -49.8% | +8.7% | -58.5% | -47.6% |
| All | -95.4% | +46.3% | -141.7% | -94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling