-25.4%
TRMB vs AEE
+8.8%
-34.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -2.5% | +0.3% | -2.9% | -2.5% |
| 30D | +1.5% | -2.3% | +3.8% | +1.6% |
| 3M | +6.8% | +0.2% | +6.6% | +7.0% |
| 6M | -14.9% | -4.7% | -10.2% | -14.5% |
| YTD | -24.1% | +8.1% | -32.2% | -24.2% |
| 1Y | -25.4% | +8.5% | -33.9% | -26.0% |
| All | -25.4% | +8.8% | -34.2% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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