-36.8%
BRKR vs AEE
+38.7%
-75.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -8.7% | -0.8% | -7.9% | -8.5% |
| 30D | -9.9% | -2.9% | -6.9% | -9.4% |
| 3M | -3.1% | -2.4% | -0.7% | -2.7% |
| 6M | +45.5% | -2.7% | +48.2% | +45.7% |
| YTD | +13.7% | +7.3% | +6.4% | +10.6% |
| 1Y | +67.4% | +7.5% | +59.9% | +62.6% |
| 3Y | -13.2% | +46.2% | -59.4% | -24.4% |
| All | -36.8% | +38.7% | -75.5% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling