-38.7%
TRMB vs AEIS
+238.7%
-277.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.0% |
| 7D | -2.9% | +6.5% | -9.4% | -5.0% |
| 30D | -1.8% | -9.2% | +7.4% | +0.5% |
| 3M | +8.4% | -8.3% | +16.8% | +6.2% |
| 6M | -18.5% | -6.3% | -12.2% | -23.3% |
| YTD | -26.7% | +36.5% | -63.2% | -43.8% |
| 1Y | -28.3% | +84.8% | -113.1% | -53.6% |
| 3Y | +12.6% | +176.6% | -164.0% | -44.8% |
| 5Y | -38.7% | +237.1% | -275.8% | -75.0% |
| All | -38.7% | +238.7% | -277.5% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling