+168.8%
TYL vs AEE
+205.5%
-36.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | +3.5% | +2.3% | +1.2% | +2.8% |
| 30D | +26.9% | +11.6% | +15.3% | +22.7% |
| 3M | +33.8% | +5.5% | +28.3% | +31.6% |
| 6M | +28.8% | +6.0% | +22.8% | +26.2% |
| YTD | -7.9% | +16.6% | -24.5% | -13.0% |
| 1Y | -9.8% | +12.1% | -21.8% | -13.7% |
| 3Y | +1.2% | +64.2% | -63.0% | -15.9% |
| 5Y | -22.8% | +59.1% | -81.9% | -35.2% |
| 10Y | +168.8% | +210.2% | -41.4% | +95.6% |
| All | +168.8% | +205.5% | -36.7% | +95.6% |
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