+90.8%
AEP vs TYL
+1.2%
+89.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.2% |
| 7D | +2.5% | -1.6% | +4.0% | +2.5% |
| 30D | +3.4% | +22.1% | -18.7% | +3.4% |
| 3M | +4.2% | +33.4% | -29.2% | +4.3% |
| 6M | -0.8% | +36.8% | -37.6% | -0.7% |
| YTD | +15.2% | -6.7% | +21.9% | +16.3% |
| 1Y | +8.3% | -9.2% | +17.5% | +9.4% |
| All | +90.8% | +1.2% | +89.5% | +86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling