-7.8%
BRO vs AEE
+46.3%
-54.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -7.3% | -0.8% | -6.5% | -7.1% |
| 30D | -6.9% | -2.9% | -3.9% | -5.8% |
| 3M | +10.7% | -2.4% | +13.1% | +11.8% |
| 6M | -2.7% | -2.7% | 0.0% | -1.8% |
| YTD | -16.3% | +7.3% | -23.6% | -19.1% |
| 1Y | -29.1% | +7.5% | -36.6% | -31.5% |
| 3Y | -7.8% | +46.2% | -54.0% | -19.2% |
| All | -7.8% | +46.3% | -54.1% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling