+71.9%
AEP vs BROS
+41.2%
+30.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | +2.0% | -0.9% | +2.9% | +2.0% |
| 30D | +0.5% | -13.5% | +14.0% | +0.7% |
| 3M | -0.3% | -18.4% | +18.1% | 0.0% |
| 6M | -3.5% | -10.6% | +7.1% | -3.4% |
| YTD | +11.3% | -25.1% | +36.3% | +11.6% |
| 1Y | +20.2% | -28.6% | +48.9% | +20.7% |
| 3Y | +79.8% | +65.6% | +14.2% | +72.7% |
| All | +71.9% | +41.2% | +30.7% | +66.8% |
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