+2,214.6%
AEP vs TYL
+12,593.6%
-10,379.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | 0.0% |
| 7D | +1.8% | -3.7% | +5.5% | +2.0% |
| 30D | -0.8% | +18.7% | -19.5% | -1.7% |
| 3M | -1.8% | +18.1% | -20.0% | -2.8% |
| 6M | -5.4% | -1.1% | -4.2% | -5.5% |
| YTD | +10.4% | -19.8% | +30.3% | +11.3% |
| 1Y | +18.2% | -34.3% | +52.5% | +20.2% |
| 3Y | +79.0% | -8.2% | +87.2% | +78.3% |
| 5Y | +64.8% | -25.4% | +90.3% | +65.2% |
| 10Y | +170.8% | +115.6% | +55.3% | +156.9% |
| All | +2,214.6% | +12,593.6% | -10,379.0% | +1,707.5% |
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 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