+1,434.9%
TRMB vs AEE
+892.1%
+542.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | +2.8% | +1.7% | +1.1% | +2.2% |
| 30D | -5.9% | +9.7% | -15.6% | -9.4% |
| 3M | -3.3% | +5.9% | -9.2% | -5.7% |
| 6M | +1.3% | +6.7% | -5.4% | -1.8% |
| YTD | -29.0% | +17.4% | -46.3% | -33.9% |
| 1Y | -27.8% | +12.7% | -40.4% | -31.7% |
| 3Y | +36.3% | +68.2% | -31.9% | +8.6% |
| 5Y | -35.8% | +57.3% | -93.1% | -47.8% |
| 10Y | +103.1% | +220.6% | -117.5% | +17.9% |
| All | +1,434.9% | +892.1% | +542.8% | +465.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling