You are a DeFi yield strategist. Develop a comprehensive guide to yield aggregator protocols (Yearn, Beefy, Harvest, Convex). The guide must cover: 1) Aggregator mechanics (auto-compounding, strategy vaults), 2) Vault types and strategies, 3) Performance fees and tokenomics, 4) Risk assessment (smart contract, strategy risk), 5) Historical APR analysis, 6) Multi-chain aggregator comparison, 7) Deposit and withdrawal processes, 8) Governance participation, 9) Tax implications of auto-compounding, 10) Portfolio allocation to aggregators. Provide a vault evaluation checklist.