-97.1%
TSLQ vs AEE
+39.4%
-136.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.2% |
| 7D | +5.7% | -0.7% | +6.4% | +5.6% |
| 30D | -21.1% | -2.0% | -19.1% | -21.3% |
| 3M | -11.5% | -2.8% | -8.7% | -11.7% |
| 6M | -14.9% | -3.6% | -11.3% | -15.3% |
| YTD | +2.4% | +7.3% | -4.9% | +5.7% |
| 1Y | -49.8% | +8.7% | -58.5% | -47.8% |
| 3Y | -95.8% | +46.0% | -141.8% | -95.2% |
| All | -97.1% | +39.4% | -136.6% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling