+5,143.6%
AON vs TYL
+12,593.6%
-7,450.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.9% |
| 7D | -9.1% | -3.7% | -5.4% | -8.8% |
| 30D | -10.2% | +18.7% | -29.0% | -11.6% |
| 3M | +0.5% | +18.1% | -17.6% | -0.9% |
| 6M | -4.8% | -1.1% | -3.7% | -4.9% |
| YTD | -8.0% | -19.8% | +11.8% | -6.7% |
| 1Y | -13.1% | -34.3% | +21.2% | -10.4% |
| 3Y | -1.3% | -8.2% | +6.9% | -1.3% |
| 5Y | +14.9% | -25.4% | +40.3% | +16.2% |
| 10Y | +214.9% | +115.6% | +99.3% | +194.4% |
| All | +5,143.6% | +12,593.6% | -7,450.0% | +3,622.7% |
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 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