+36.3%
TRMB vs AEE
+65.0%
-28.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | +2.8% | +1.7% | +1.1% | +2.6% |
| 30D | -5.9% | +9.7% | -15.6% | -7.5% |
| 3M | -3.3% | +5.9% | -9.2% | -4.4% |
| 6M | +1.3% | +6.7% | -5.4% | -0.1% |
| YTD | -29.0% | +17.4% | -46.3% | -31.6% |
| 1Y | -27.8% | +12.7% | -40.4% | -29.7% |
| 3Y | +36.3% | +68.2% | -31.9% | +13.6% |
| All | +36.3% | +65.0% | -28.7% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling