+36.3%
TRMB vs AEIS
+148.8%
-112.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.6% | +0.5% |
| 7D | +2.8% | +11.5% | -8.7% | +0.3% |
| 30D | -5.9% | -15.8% | +9.9% | -2.8% |
| 3M | -3.3% | -33.3% | +30.0% | +4.2% |
| 6M | +1.3% | -35.2% | +36.5% | +7.1% |
| YTD | -29.0% | +5.0% | -34.0% | -40.0% |
| 1Y | -27.8% | +8.5% | -36.2% | -39.9% |
| 3Y | +36.3% | +152.9% | -116.6% | -27.0% |
| All | +36.3% | +148.8% | -112.5% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling