-22.4%
TYL vs AEE
+52.8%
-75.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +6.7% | +2.1% | +4.6% | +6.0% |
| 30D | +26.5% | +11.4% | +15.2% | +22.7% |
| 3M | +37.3% | +5.0% | +32.3% | +35.3% |
| 6M | +31.2% | +4.4% | +26.7% | +29.3% |
| YTD | -7.4% | +15.4% | -22.7% | -12.3% |
| 1Y | -9.6% | +13.8% | -23.3% | -14.0% |
| 3Y | +1.9% | +58.0% | -56.1% | -15.6% |
| All | -22.4% | +52.8% | -75.2% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling