+3,523.1%
AEM vs TYL
+14,481.8%
-10,958.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +4.8% |
| 7D | +17.8% | +3.5% | +14.3% | +17.7% |
| 30D | +6.2% | +26.9% | -20.7% | +5.4% |
| 3M | +12.5% | +33.8% | -21.3% | +11.4% |
| 6M | +4.4% | +28.8% | -24.4% | +3.4% |
| YTD | +19.2% | -7.9% | +27.1% | +19.2% |
| 1Y | +25.5% | -9.8% | +35.3% | +25.5% |
| 3Y | +346.4% | +1.2% | +345.3% | +344.5% |
| 5Y | +305.7% | -22.8% | +328.5% | +305.6% |
| 10Y | +375.9% | +168.8% | +207.1% | +360.2% |
| All | +3,523.1% | +14,481.8% | -10,958.8% | +3,572.7% |
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