-38.7%
TRMB vs AEE
+39.2%
-77.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -2.9% | +1.1% | -3.9% | -3.2% |
| 30D | -1.8% | 0.0% | -1.8% | -1.8% |
| 3M | +8.4% | -0.9% | +9.3% | +8.5% |
| 6M | -18.5% | -2.4% | -16.1% | -18.1% |
| YTD | -26.7% | +8.6% | -35.4% | -29.5% |
| 1Y | -28.3% | +10.2% | -38.5% | -31.5% |
| 3Y | +12.6% | +47.8% | -35.2% | -5.9% |
| 5Y | -38.7% | +40.1% | -78.8% | -47.8% |
| All | -38.7% | +39.2% | -77.9% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling