-32.7%
BR vs AEE
+8.8%
-41.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -3.0% | -0.8% | -2.2% | -3.0% |
| 30D | -0.3% | -2.9% | +2.6% | -0.6% |
| 3M | +17.3% | -2.4% | +19.7% | +17.8% |
| 6M | -6.7% | -2.7% | -4.0% | -6.4% |
| YTD | -23.4% | +7.3% | -30.7% | -24.0% |
| 1Y | -32.7% | +7.5% | -40.2% | -33.9% |
| All | -32.7% | +8.8% | -41.4% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling