-21.0%
TSLQ vs AEIS
+6.2%
-27.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -11.1% | +17.6% | +0.5% |
| 7D | +9.8% | -12.7% | +22.5% | +2.7% |
| 30D | -6.0% | -28.8% | +22.8% | -19.9% |
| 3M | -35.0% | -38.0% | +3.0% | -48.0% |
| 6M | -24.9% | -45.3% | +20.4% | -37.8% |
| YTD | -12.7% | +1.1% | -13.8% | +7.6% |
| 1Y | -21.0% | +8.6% | -29.6% | +8.3% |
| All | -21.0% | +6.2% | -27.2% | +8.3% |
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