+141.8%
BRKR vs AEE
+767.1%
-625.2%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -8.7% | -0.8% | -7.9% | -8.3% |
| 30D | -9.9% | -2.9% | -6.9% | -8.6% |
| 3M | -3.1% | -2.4% | -0.7% | -2.2% |
| 6M | +45.5% | -2.7% | +48.2% | +46.0% |
| YTD | +13.7% | +7.3% | +6.4% | +8.0% |
| 1Y | +67.4% | +7.5% | +59.9% | +58.6% |
| 3Y | -13.2% | +46.2% | -59.4% | -31.3% |
| 5Y | -39.5% | +39.7% | -79.2% | -51.7% |
| 10Y | +153.5% | +191.3% | -37.8% | +31.3% |
| All | +141.8% | +767.1% | -625.2% | -29.0% |
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