+427.4%
AEM vs TYL
+185.3%
+242.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.5% |
| 7D | +1.4% | +0.5% | +0.8% | +1.3% |
| 30D | -1.2% | +25.2% | -26.4% | -4.1% |
| 3M | +2.5% | +31.8% | -29.2% | -1.3% |
| 6M | -5.1% | +36.3% | -41.4% | -9.5% |
| YTD | +10.4% | -6.3% | +16.7% | +10.9% |
| 1Y | +11.8% | -9.5% | +21.2% | +12.9% |
| 3Y | +315.6% | +1.6% | +314.0% | +308.3% |
| 5Y | +266.3% | -21.8% | +288.0% | +264.6% |
| 10Y | +427.4% | +183.3% | +244.1% | +357.9% |
| All | +427.4% | +185.3% | +242.1% | +357.9% |
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