-43.6%
TSLQ vs AEIS
+81.9%
-125.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -6.0% | +1.8% |
| 7D | -6.6% | +2.3% | -8.9% | -5.1% |
| 30D | -24.3% | -14.8% | -9.5% | -30.5% |
| 3M | -3.6% | -15.6% | +12.0% | -7.0% |
| 6M | -12.0% | -8.7% | -3.3% | -4.6% |
| YTD | +1.4% | +37.3% | -36.0% | +44.5% |
| 1Y | -43.6% | +80.3% | -123.9% | -10.6% |
| All | -43.6% | +81.9% | -125.5% | -10.6% |
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