+3,356.5%
AEM vs TYL
+14,564.8%
-11,208.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.4% |
| 3M | +14.3% | +37.3% | -23.0% | +13.1% |
| 6M | +1.4% | +31.2% | -29.8% | +0.3% |
| YTD | +13.7% | -7.4% | +21.1% | +13.7% |
| 1Y | +21.3% | -9.6% | +30.9% | +21.4% |
| 3Y | +309.9% | +1.9% | +308.0% | +308.0% |
| 5Y | +301.0% | -21.1% | +322.1% | +300.7% |
| 10Y | +344.0% | +171.8% | +172.2% | +329.2% |
| All | +3,356.5% | +14,564.8% | -11,208.3% | +3,403.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling