-95.5%
TSLQ vs AEIS
+172.0%
-267.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | -0.9% |
| 7D | -8.0% | +6.5% | -14.5% | -2.3% |
| 30D | -23.8% | -9.2% | -14.6% | -30.1% |
| 3M | -7.0% | -8.3% | +1.3% | -6.6% |
| 6M | -17.1% | -6.3% | -10.8% | -8.6% |
| YTD | +0.1% | +36.5% | -36.4% | +74.4% |
| 1Y | -51.2% | +84.8% | -135.9% | +33.8% |
| All | -95.5% | +172.0% | -267.5% | -62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling