+16.9%
AEP vs TRMB
-28.6%
+45.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | -0.1% |
| 7D | -0.9% | -3.0% | +2.1% | -1.0% |
| 30D | -1.1% | +2.3% | -3.4% | -1.0% |
| 3M | -3.3% | +15.3% | -18.6% | -3.0% |
| 6M | -4.6% | -14.7% | +10.1% | -5.1% |
| YTD | +9.4% | -26.4% | +35.8% | +8.2% |
| 1Y | +16.9% | -30.4% | +47.3% | +15.5% |
| All | +16.9% | -28.6% | +45.5% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 1y: compounded portfolio wealth divided by compounded TRMB 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…
1y analysis · Full analysis span regression · 6 months rolling