-10.0%
TYL vs AEE
+12.7%
-22.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.5% |
| 7D | +3.5% | +2.3% | +1.2% | +3.7% |
| 30D | +26.9% | +11.6% | +15.3% | +29.1% |
| 3M | +33.8% | +5.5% | +28.3% | +34.2% |
| 6M | +28.8% | +6.0% | +22.8% | +31.4% |
| YTD | -7.9% | +16.6% | -24.5% | -0.8% |
| All | -10.0% | +12.7% | -22.7% | -2.0% |
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