-38.2%
TSLQ vs AEIS
+4.7%
-42.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.0% | +7.7% | +1.4% |
| 7D | -16.8% | +11.5% | -28.4% | -10.4% |
| 30D | -18.0% | -15.8% | -2.2% | -20.7% |
| 3M | -34.5% | -33.3% | -1.2% | -43.0% |
| 6M | -8.9% | -35.2% | +26.3% | -14.9% |
| YTD | -19.0% | +5.0% | -24.0% | -3.5% |
| 1Y | -38.2% | +8.5% | -46.7% | -24.9% |
| All | -38.2% | +4.7% | -42.9% | -24.9% |
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