+113.6%
TRMB vs AEE
+191.3%
-77.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -5.4% | -0.7% | -4.8% | -5.2% |
| 30D | -2.0% | -2.0% | 0.0% | -1.4% |
| 3M | +12.3% | -2.8% | +15.2% | +13.2% |
| 6M | -17.6% | -3.6% | -14.0% | -16.9% |
| YTD | -27.5% | +7.3% | -34.8% | -29.5% |
| 1Y | -29.1% | +8.7% | -37.8% | -31.4% |
| 3Y | +11.5% | +46.0% | -34.5% | -3.2% |
| 5Y | -39.5% | +39.8% | -79.2% | -46.8% |
| All | +113.6% | +191.3% | -77.7% | +60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling