+169.3%
AEP vs TYL
+106.7%
+62.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +1.3% |
| 7D | +2.0% | -7.6% | +9.6% | +3.1% |
| 30D | +0.5% | +11.3% | -10.8% | -1.1% |
| 3M | -0.3% | +14.5% | -14.8% | -2.5% |
| 6M | -3.5% | -7.1% | +3.7% | -3.0% |
| YTD | +11.3% | -23.4% | +34.6% | +14.9% |
| 1Y | +20.2% | -38.6% | +58.8% | +28.9% |
| 3Y | +79.8% | -11.3% | +91.1% | +76.9% |
| 5Y | +65.6% | -28.0% | +93.5% | +65.4% |
| 10Y | +169.3% | +104.9% | +64.4% | +130.0% |
| All | +169.3% | +106.7% | +62.6% | +130.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling