-31.0%
TRMB vs AEIS
+6.2%
-37.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -11.1% | -6.2% | -16.7% |
| 7D | -15.7% | -12.7% | -3.0% | -15.1% |
| 30D | -7.8% | -28.8% | +21.1% | -6.9% |
| 3M | -9.3% | -38.0% | +28.7% | -8.4% |
| 6M | -20.8% | -45.3% | +24.5% | -18.6% |
| YTD | -30.8% | +1.1% | -31.9% | -38.9% |
| 1Y | -31.0% | +8.6% | -39.6% | -40.4% |
| All | -31.0% | +6.2% | -37.2% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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