+2,252.4%
AEP vs TYL
+14,564.8%
-12,312.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.1% |
| 7D | -2.8% | +6.7% | -9.5% | -3.2% |
| 30D | +3.6% | +26.5% | -22.9% | +2.3% |
| 3M | +1.8% | +37.3% | -35.5% | 0.0% |
| 6M | -3.1% | +31.2% | -34.3% | -4.7% |
| YTD | +12.2% | -7.4% | +19.6% | +12.2% |
| 1Y | +9.1% | -9.6% | +18.7% | +9.2% |
| 3Y | +77.9% | +1.9% | +76.0% | +76.2% |
| 5Y | +78.1% | -21.1% | +99.2% | +77.8% |
| 10Y | +187.8% | +171.8% | +16.0% | +169.7% |
| All | +2,252.4% | +14,564.8% | -12,312.5% | +1,722.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling