-97.2%
TSLQ vs AEIS
+290.5%
-387.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -6.0% | +3.3% |
| 7D | -6.6% | +2.3% | -8.9% | -4.4% |
| 30D | -24.3% | -14.8% | -9.5% | -34.0% |
| 3M | -3.6% | -15.6% | +12.0% | -11.0% |
| 6M | -12.0% | -8.7% | -3.3% | -5.7% |
| YTD | +1.4% | +37.3% | -36.0% | +68.2% |
| 1Y | -43.6% | +80.3% | -123.9% | +33.7% |
| 3Y | -95.4% | +177.9% | -273.3% | -70.8% |
| All | -97.2% | +290.5% | -387.6% | -75.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling