+2,532.3%
AEP vs TRMB
+3,157.0%
-624.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +2.9% | +2.8% | 0.0% | +2.7% |
| 30D | +3.2% | -5.9% | +9.1% | +3.4% |
| 3M | +3.8% | -3.3% | +7.1% | +3.9% |
| 6M | +2.5% | +1.3% | +1.2% | +2.2% |
| YTD | +15.5% | -29.0% | +44.5% | +17.1% |
| 1Y | +9.6% | -27.8% | +37.4% | +11.1% |
| 3Y | +91.2% | +36.3% | +54.8% | +86.4% |
| 5Y | +88.2% | -35.8% | +124.0% | +89.7% |
| 10Y | +205.1% | +103.1% | +102.0% | +187.9% |
| All | +2,532.3% | +3,157.0% | -624.6% | +2,091.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling