+167.3%
AEP vs TYL
+116.3%
+51.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +0.4% |
| 7D | +1.8% | -3.7% | +5.5% | +2.3% |
| 30D | -0.8% | +18.7% | -19.5% | -3.2% |
| 3M | -1.8% | +18.1% | -20.0% | -4.4% |
| 6M | -5.4% | -1.1% | -4.2% | -5.7% |
| YTD | +10.4% | -19.8% | +30.3% | +13.4% |
| 1Y | +18.2% | -34.3% | +52.5% | +25.4% |
| 3Y | +79.0% | -8.2% | +87.2% | +75.4% |
| 5Y | +64.8% | -25.4% | +90.3% | +64.1% |
| All | +167.3% | +116.3% | +51.0% | +126.9% |
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