+68.4%
AIG vs TYL
+185.3%
-116.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | +1.4% | +0.5% | +0.8% | +1.3% |
| 30D | +6.6% | +25.2% | -18.5% | +1.1% |
| 3M | +7.9% | +31.8% | -23.9% | +0.9% |
| 6M | +10.4% | +36.3% | -25.9% | +1.9% |
| YTD | -1.3% | -6.3% | +5.0% | -1.1% |
| 1Y | +11.5% | -9.5% | +20.9% | +12.6% |
| 3Y | +38.8% | +1.6% | +37.2% | +33.5% |
| 5Y | +57.8% | -21.8% | +79.6% | +59.5% |
| 10Y | +68.4% | +183.3% | -114.9% | +19.7% |
| All | +68.4% | +185.3% | -116.9% | +19.7% |
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