+5,363.4%
AON vs TYL
+14,481.8%
-9,118.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | +0.7% | +3.5% | -2.8% | +0.4% |
| 30D | +23.1% | +26.9% | -3.8% | +20.6% |
| 3M | -6.0% | +33.8% | -39.9% | -8.4% |
| 6M | +7.9% | +28.8% | -21.0% | +5.4% |
| YTD | -4.1% | -7.9% | +3.7% | -4.0% |
| 1Y | -2.3% | -9.8% | +7.4% | -2.0% |
| 3Y | +3.4% | +1.2% | +2.3% | +2.6% |
| 5Y | +17.1% | -22.8% | +39.9% | +17.9% |
| 10Y | +230.6% | +168.8% | +61.7% | +203.7% |
| All | +5,363.4% | +14,481.8% | -9,118.5% | +3,731.6% |
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