-9.9%
TYL vs AEE
+13.9%
-23.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.2% | +4.9% |
| 7D | +17.3% | +4.7% | +12.6% | +17.8% |
| 30D | +28.9% | +13.4% | +15.5% | +31.8% |
| 3M | +35.1% | +4.1% | +31.0% | +35.2% |
| 6M | +29.3% | +2.0% | +27.3% | +29.5% |
| YTD | -6.8% | +15.6% | -22.4% | -0.8% |
| 1Y | -9.9% | +14.1% | -24.0% | -3.7% |
| All | -9.9% | +13.9% | -23.8% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling