-97.2%
TSLQ vs AEIS
+292.5%
-389.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +2.8% | -10.7% | -5.5% |
| 7D | -8.6% | +8.1% | -16.7% | -1.9% |
| 30D | -24.9% | -11.1% | -13.7% | -32.1% |
| 3M | -1.5% | -5.6% | +4.1% | +1.8% |
| 6M | -18.1% | -0.6% | -17.4% | -4.7% |
| YTD | -0.1% | +38.0% | -38.1% | +66.2% |
| 1Y | -51.4% | +87.2% | -138.6% | +20.1% |
| 3Y | -95.9% | +179.7% | -275.6% | -74.0% |
| All | -97.2% | +292.5% | -389.7% | -75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling