-27.8%
TRMB vs AEIS
+4.7%
-32.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.6% | -0.2% |
| 7D | +2.8% | +11.5% | -8.7% | +2.3% |
| 30D | -5.9% | -15.8% | +9.9% | -5.7% |
| 3M | -3.3% | -33.3% | +30.0% | -3.4% |
| 6M | +1.3% | -35.2% | +36.5% | +1.5% |
| YTD | -29.0% | +5.0% | -34.0% | -37.9% |
| 1Y | -27.8% | +8.5% | -36.2% | -38.1% |
| All | -27.8% | +4.7% | -32.4% | -38.1% |
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