+974.3%
AEP vs BRKR
+172.5%
+801.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.9% | -8.7% | +7.7% | -0.4% |
| 30D | -1.1% | -9.9% | +8.8% | -0.4% |
| 3M | -3.3% | -3.1% | -0.2% | -3.5% |
| 6M | -4.6% | +45.5% | -50.1% | -7.8% |
| YTD | +9.4% | +13.7% | -4.3% | +7.4% |
| 1Y | +16.9% | +67.4% | -50.5% | +11.4% |
| 3Y | +76.6% | -13.2% | +89.9% | +73.9% |
| 5Y | +66.2% | -39.5% | +105.7% | +66.7% |
| 10Y | +174.7% | +153.5% | +21.3% | +147.3% |
| All | +974.3% | +172.5% | +801.8% | +742.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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