+77.9%
AEP vs TYL
+2.6%
+75.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.2% |
| 7D | -2.8% | +6.7% | -9.5% | -2.8% |
| 30D | +3.6% | +26.5% | -22.9% | +3.7% |
| 3M | +1.8% | +37.3% | -35.5% | +1.9% |
| 6M | -3.1% | +31.2% | -34.3% | -3.1% |
| YTD | +12.2% | -7.4% | +19.6% | +13.3% |
| 1Y | +9.1% | -9.6% | +18.7% | +10.2% |
| 3Y | +77.9% | +1.9% | +76.0% | +73.5% |
| All | +77.9% | +2.6% | +75.3% | +73.5% |
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