+1,141.2%
BR vs AEE
+350.6%
+790.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | -5.9% | +0.6% | -6.6% | -6.2% |
| 30D | +1.9% | -1.9% | +3.8% | +2.7% |
| 3M | +14.7% | +0.3% | +14.3% | +14.2% |
| 6M | -12.8% | -3.0% | -9.8% | -12.2% |
| YTD | -23.0% | +8.4% | -31.4% | -26.6% |
| 1Y | -31.7% | +9.8% | -41.5% | -35.3% |
| 3Y | -4.8% | +47.4% | -52.2% | -22.3% |
| 5Y | +7.8% | +38.9% | -31.0% | -10.0% |
| 10Y | +184.1% | +183.7% | +0.4% | +60.4% |
| All | +1,141.2% | +350.6% | +790.6% | +400.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling