+343.3%
AEM vs TYL
+106.7%
+236.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.0% | -0.8% |
| 7D | +4.3% | -7.6% | +11.9% | +5.5% |
| 30D | +13.1% | +11.3% | +1.8% | +11.4% |
| 3M | +24.8% | +14.5% | +10.3% | +21.9% |
| 6M | -8.2% | -7.1% | -1.1% | -7.7% |
| YTD | +19.8% | -23.4% | +43.2% | +23.9% |
| 1Y | +32.1% | -38.6% | +70.6% | +41.5% |
| 3Y | +348.2% | -11.3% | +359.5% | +346.7% |
| 5Y | +297.5% | -28.0% | +325.4% | +299.6% |
| 10Y | +343.3% | +104.9% | +238.4% | +306.9% |
| All | +343.3% | +106.7% | +236.6% | +306.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling