-31.0%
TRMB vs AEE
+13.9%
-44.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.5% | -19.8% | -17.2% |
| 7D | -15.7% | +4.7% | -20.4% | -15.7% |
| 30D | -7.8% | +13.4% | -21.2% | -8.2% |
| 3M | -9.3% | +4.1% | -13.4% | -9.4% |
| 6M | -20.8% | +2.0% | -22.9% | -20.6% |
| YTD | -30.8% | +15.6% | -46.4% | -30.8% |
| 1Y | -31.0% | +14.1% | -45.1% | -30.8% |
| All | -31.0% | +13.9% | -44.9% | -30.8% |
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