+78.4%
AEP vs BROS
+10.5%
+68.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.5% | -6.3% | +0.1% |
| 7D | +2.9% | +6.3% | -3.4% | +2.7% |
| 30D | +3.2% | -8.3% | +11.5% | +3.3% |
| 3M | +3.8% | -29.8% | +33.6% | +4.4% |
| 6M | +2.5% | -25.8% | +28.3% | +2.9% |
| YTD | +15.5% | -41.4% | +56.8% | +16.3% |
| 1Y | +9.6% | -35.2% | +44.8% | +10.1% |
| 3Y | +91.2% | +32.8% | +58.4% | +84.3% |
| 5Y | +88.2% | -42.2% | +130.4% | +80.8% |
| All | +78.4% | +10.5% | +68.0% | +73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling