+187.8%
TYL vs AEIS
+332.3%
-144.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.7% |
| 7D | +0.8% | +11.5% | -10.7% | -0.9% |
| 30D | +21.1% | -15.8% | +36.9% | +23.0% |
| 3M | +28.9% | -33.3% | +62.2% | +34.9% |
| 6M | +42.0% | -35.2% | +77.2% | +45.4% |
| YTD | -6.6% | +5.0% | -11.6% | -17.2% |
| 1Y | -9.1% | +8.5% | -17.5% | -20.3% |
| 3Y | +1.8% | +152.9% | -151.0% | -33.3% |
| 5Y | -22.9% | +144.6% | -167.6% | -49.7% |
| All | +187.8% | +332.3% | -144.5% | +39.8% |
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