+65.1%
AEP vs TRMB
-39.0%
+104.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | +0.9% | -2.9% | +3.8% | +1.1% |
| 30D | +1.5% | -1.8% | +3.3% | +1.6% |
| 3M | -1.7% | +8.4% | -10.1% | -2.5% |
| 6M | -4.0% | -18.5% | +14.5% | -2.4% |
| YTD | +10.6% | -26.7% | +37.3% | +13.5% |
| 1Y | +18.6% | -28.3% | +46.9% | +21.9% |
| 3Y | +78.7% | +12.6% | +66.1% | +69.8% |
| 5Y | +65.1% | -38.7% | +103.8% | +59.8% |
| All | +65.1% | -39.0% | +104.1% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling