+16.3%
AON vs TYL
-25.2%
+41.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | 0.0% |
| 7D | -9.1% | -3.7% | -5.4% | -8.1% |
| 30D | -10.2% | +18.7% | -29.0% | -14.6% |
| 3M | +0.5% | +18.1% | -17.6% | -4.5% |
| 6M | -4.8% | -1.1% | -3.7% | -5.4% |
| YTD | -8.0% | -19.8% | +11.8% | -3.6% |
| 1Y | -13.1% | -34.3% | +21.2% | -3.4% |
| 3Y | -1.3% | -8.2% | +6.9% | -2.8% |
| All | +16.3% | -25.2% | +41.5% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling