+180.8%
TYL vs AEIS
+347.9%
-167.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | +4.3% | -6.9% | +11.2% | +4.9% |
| 30D | +28.0% | -23.2% | +51.2% | +31.9% |
| 3M | +32.3% | -29.5% | +61.8% | +37.2% |
| 6M | +29.9% | -37.9% | +67.8% | +34.4% |
| YTD | -7.1% | +6.0% | -13.1% | -17.8% |
| 1Y | -9.2% | +1.2% | -10.5% | -18.9% |
| 3Y | +0.7% | +150.0% | -149.2% | -33.6% |
| 5Y | -21.1% | +141.9% | -162.9% | -48.3% |
| 10Y | +180.8% | +356.2% | -175.3% | +35.0% |
| All | +180.8% | +347.9% | -167.1% | +35.0% |
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