-97.2%
TSLQ vs AEE
+41.8%
-139.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.0% | -8.9% | -7.8% |
| 7D | -8.6% | +1.3% | -9.9% | -8.4% |
| 30D | -24.9% | -1.2% | -23.6% | -25.1% |
| 3M | -1.5% | +1.0% | -2.5% | -0.9% |
| 6M | -18.1% | -2.3% | -15.8% | -18.3% |
| YTD | -0.1% | +9.1% | -9.2% | +3.3% |
| 1Y | -51.4% | +10.6% | -61.9% | -49.4% |
| 3Y | -95.9% | +48.5% | -144.4% | -95.3% |
| All | -97.2% | +41.8% | -139.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling