+194.6%
AEP vs TYL
+174.6%
+20.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | -1.5% | +3.5% | -5.1% | -2.0% |
| 30D | +4.5% | +26.9% | -22.4% | +1.1% |
| 3M | +2.8% | +33.8% | -31.0% | -1.4% |
| 6M | -0.7% | +28.8% | -29.5% | -4.6% |
| YTD | +13.8% | -7.9% | +21.7% | +14.5% |
| 1Y | +9.0% | -9.8% | +18.7% | +9.9% |
| 3Y | +83.0% | +1.2% | +81.8% | +77.4% |
| 5Y | +83.3% | -22.8% | +106.1% | +83.0% |
| 10Y | +194.6% | +168.8% | +25.8% | +142.3% |
| All | +194.6% | +174.6% | +20.0% | +142.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling