-97.2%
TSLQ vs AEIS
+288.1%
-385.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | -0.8% |
| 7D | -8.0% | +6.5% | -14.5% | -2.6% |
| 30D | -23.8% | -9.2% | -14.6% | -29.7% |
| 3M | -7.0% | -8.3% | +1.3% | -6.3% |
| 6M | -17.1% | -6.3% | -10.8% | -9.0% |
| YTD | +0.1% | +36.5% | -36.4% | +64.9% |
| 1Y | -51.2% | +84.8% | -135.9% | +19.1% |
| 3Y | -95.9% | +176.6% | -272.5% | -74.3% |
| All | -97.2% | +288.1% | -385.3% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling