+216.7%
AON vs TYL
+105.8%
+110.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -0.9% |
| 7D | -3.2% | -7.6% | +4.4% | -0.9% |
| 30D | -11.9% | +11.3% | -23.2% | -14.7% |
| 3M | -2.9% | +14.5% | -17.4% | -7.0% |
| 6M | -6.8% | -7.1% | +0.3% | -5.5% |
| YTD | -10.1% | -23.4% | +13.3% | -4.2% |
| 1Y | -14.2% | -38.6% | +24.3% | -2.4% |
| 3Y | -3.3% | -11.3% | +8.1% | -3.6% |
| 5Y | +13.6% | -28.0% | +41.6% | +18.1% |
| All | +216.7% | +105.8% | +110.9% | +144.1% |
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