+3,594.0%
AEM vs TYL
+12,593.6%
-8,999.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.9% | -1.0% |
| 7D | -0.5% | -3.7% | +3.2% | -0.4% |
| 30D | +24.0% | +18.7% | +5.3% | +23.3% |
| 3M | +16.1% | +18.1% | -2.0% | +15.4% |
| 6M | -11.6% | -1.1% | -10.5% | -11.7% |
| YTD | +21.5% | -19.8% | +41.4% | +22.1% |
| 1Y | +39.2% | -34.3% | +73.5% | +40.7% |
| 3Y | +347.4% | -8.2% | +355.7% | +347.0% |
| 5Y | +290.1% | -25.4% | +315.6% | +290.9% |
| 10Y | +357.8% | +115.6% | +242.2% | +345.7% |
| All | +3,594.0% | +12,593.6% | -8,999.7% | +3,663.3% |
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