+5,347.7%
AON vs TYL
+14,564.8%
-9,217.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.6% |
| 7D | +4.4% | +6.7% | -2.3% | +3.8% |
| 30D | +24.1% | +26.5% | -2.4% | +21.6% |
| 3M | -7.0% | +37.3% | -44.2% | -9.5% |
| 6M | +9.1% | +31.2% | -22.0% | +6.5% |
| YTD | -4.4% | -7.4% | +2.9% | -4.3% |
| 1Y | -0.8% | -9.6% | +8.8% | -0.5% |
| 3Y | +5.1% | +1.9% | +3.2% | +4.2% |
| 5Y | +20.4% | -21.1% | +41.5% | +21.0% |
| 10Y | +239.2% | +171.8% | +67.4% | +211.4% |
| All | +5,347.7% | +14,564.8% | -9,217.1% | +3,718.8% |
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