+78.0%
AEP vs BROS
+3.7%
+74.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | -0.2% |
| 7D | +2.5% | -2.5% | +5.0% | +2.5% |
| 30D | +3.4% | -11.2% | +14.6% | +3.6% |
| 3M | +4.2% | -33.9% | +38.1% | +4.9% |
| 6M | -0.8% | -33.5% | +32.7% | -0.3% |
| YTD | +15.2% | -44.9% | +60.2% | +16.2% |
| 1Y | +8.3% | -41.5% | +49.8% | +9.0% |
| 3Y | +84.2% | +22.4% | +61.7% | +77.9% |
| 5Y | +87.8% | -45.7% | +133.5% | +80.7% |
| All | +78.0% | +3.7% | +74.3% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling