-23.0%
TYL vs AEIS
+145.4%
-168.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.4% |
| 7D | -1.6% | +23.2% | -24.8% | -3.0% |
| 30D | +22.1% | -17.0% | +39.1% | +23.5% |
| 3M | +33.4% | -32.2% | +65.5% | +37.1% |
| 6M | +36.8% | -32.6% | +69.3% | +38.2% |
| YTD | -6.7% | +9.4% | -16.1% | -19.6% |
| 1Y | -9.2% | +7.7% | -16.9% | -21.7% |
| 3Y | +1.2% | +157.9% | -156.8% | -42.8% |
| 5Y | -23.0% | +154.8% | -177.8% | -59.5% |
| All | -23.0% | +145.4% | -168.4% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling