+1,451.4%
TRMB vs AEIS
+2,566.8%
-1,115.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.5% | -1.6% |
| 7D | -2.5% | +3.0% | -5.5% | -3.2% |
| 30D | +1.5% | -14.6% | +16.2% | +4.9% |
| 3M | +6.8% | -12.4% | +19.2% | +7.1% |
| 6M | -14.9% | -15.0% | 0.0% | -15.3% |
| YTD | -24.1% | +34.3% | -58.4% | -33.2% |
| 1Y | -25.4% | +87.4% | -112.8% | -39.9% |
| 3Y | +8.0% | +139.8% | -131.8% | -19.5% |
| 5Y | -37.3% | +220.7% | -258.0% | -56.6% |
| 10Y | +116.8% | +531.6% | -414.8% | +21.3% |
| All | +1,451.4% | +2,566.8% | -1,115.4% | +433.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling