+2,417.8%
AEP vs TRMB
+3,381.2%
-963.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | -0.1% |
| 7D | +1.8% | -2.5% | +4.3% | +1.9% |
| 30D | -0.8% | +1.5% | -2.3% | -0.9% |
| 3M | -1.8% | +6.8% | -8.6% | -2.2% |
| 6M | -5.4% | -14.9% | +9.6% | -4.7% |
| YTD | +10.4% | -24.1% | +34.5% | +11.8% |
| 1Y | +18.2% | -25.4% | +43.5% | +19.6% |
| 3Y | +79.0% | +8.0% | +70.9% | +76.7% |
| 5Y | +64.8% | -37.3% | +102.1% | +66.5% |
| 10Y | +170.8% | +116.8% | +54.0% | +155.0% |
| All | +2,417.8% | +3,381.2% | -963.4% | +1,991.7% |
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