-49.7%
TSLQ vs AEIS
+93.3%
-143.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.4% | +9.6% | +13.4% |
| 7D | -5.8% | +3.0% | -8.7% | -3.9% |
| 30D | -22.1% | -14.6% | -7.4% | -28.6% |
| 3M | +10.1% | -12.4% | +22.5% | +10.2% |
| 6M | -6.8% | -15.0% | +8.2% | -2.9% |
| YTD | +8.5% | +34.3% | -25.8% | +53.6% |
| 1Y | -49.7% | +87.4% | -137.1% | -25.2% |
| All | -49.7% | +93.3% | -143.1% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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