+4,754.8%
BRO vs AEE
+806.8%
+3,948.0%
-55.8%
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 | -7.3% | -0.8% | -6.5% | -7.1% |
| 30D | -6.9% | -2.9% | -3.9% | -5.8% |
| 3M | +10.7% | -2.4% | +13.1% | +11.7% |
| 6M | -2.7% | -2.7% | 0.0% | -1.9% |
| YTD | -16.3% | +7.3% | -23.6% | -18.9% |
| 1Y | -29.1% | +7.5% | -36.6% | -31.4% |
| 3Y | -7.8% | +46.2% | -54.0% | -21.7% |
| 5Y | +18.7% | +39.7% | -21.0% | +2.2% |
| 10Y | +291.9% | +191.3% | +100.6% | +153.0% |
| All | +4,754.8% | +806.8% | +3,948.0% | +1,979.7% |
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 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