+187.5%
TYL vs AEE
+219.0%
-31.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | +22.1% | +8.8% | +13.3% | +19.0% |
| 3M | +33.4% | +5.1% | +28.3% | +31.3% |
| 6M | +36.8% | +5.2% | +31.6% | +34.4% |
| YTD | -6.7% | +16.1% | -22.8% | -11.7% |
| 1Y | -9.2% | +10.4% | -19.7% | -12.7% |
| 3Y | +1.2% | +63.1% | -62.0% | -15.7% |
| 5Y | -23.0% | +55.6% | -78.6% | -34.9% |
| All | +187.5% | +219.0% | -31.5% | +113.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling