-24.8%
TYL vs AEE
+40.8%
-65.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -3.7% | +0.3% | -4.0% | -3.8% |
| 30D | +18.7% | -2.3% | +21.0% | +19.5% |
| 3M | +18.1% | +0.2% | +17.9% | +18.1% |
| 6M | -1.1% | -4.7% | +3.6% | 0.0% |
| YTD | -19.8% | +8.1% | -27.9% | -22.6% |
| 1Y | -34.3% | +8.5% | -42.9% | -36.8% |
| 3Y | -8.2% | +48.9% | -57.1% | -22.5% |
| All | -24.8% | +40.8% | -65.5% | -34.2% |
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