+168.9%
TYL vs AEIS
+320.4%
-151.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.1% | -8.4% | -3.2% |
| 7D | +6.7% | -11.3% | +17.9% | +8.0% |
| 30D | +26.5% | -32.6% | +59.1% | +33.1% |
| 3M | +37.3% | -39.2% | +76.4% | +45.6% |
| 6M | +31.2% | -45.4% | +76.5% | +38.4% |
| YTD | -7.4% | -5.8% | -1.5% | -16.5% |
| 1Y | -9.6% | -10.0% | +0.4% | -17.8% |
| 3Y | +1.9% | +121.2% | -119.3% | -31.6% |
| 5Y | -21.1% | +110.6% | -131.8% | -47.2% |
| All | +168.9% | +320.4% | -151.5% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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