+116.7%
TRMB vs AEIS
+562.2%
-445.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.9% | -3.5% | -0.3% |
| 7D | -3.0% | +2.3% | -5.3% | -3.9% |
| 30D | +2.3% | -14.8% | +17.1% | +7.4% |
| 3M | +15.3% | -15.6% | +30.9% | +17.4% |
| 6M | -14.7% | -8.7% | -6.0% | -18.1% |
| YTD | -26.4% | +37.3% | -63.7% | -41.7% |
| 1Y | -30.4% | +80.3% | -110.7% | -51.5% |
| 3Y | +13.5% | +177.9% | -164.4% | -36.9% |
| 5Y | -38.6% | +235.8% | -274.4% | -69.1% |
| All | +116.7% | +562.2% | -445.5% | -26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling