+309.9%
AEM vs TYL
+2.6%
+307.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.4% |
| 7D | +15.8% | +6.7% | +9.2% | +15.6% |
| 30D | +6.2% | +26.5% | -20.3% | +5.2% |
| 3M | +14.3% | +37.3% | -23.0% | +12.8% |
| 6M | +1.4% | +31.2% | -29.8% | +0.2% |
| YTD | +13.7% | -7.4% | +21.1% | +17.0% |
| 1Y | +21.3% | -9.6% | +30.9% | +25.1% |
| 3Y | +309.9% | +1.9% | +308.0% | +315.2% |
| All | +309.9% | +2.6% | +307.3% | +315.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling