-5.3%
BRO vs AEIS
+6.2%
-11.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -11.1% | +15.6% | +2.0% |
| 7D | +12.4% | -12.7% | +25.1% | +9.6% |
| 30D | +21.6% | -28.8% | +50.4% | +14.6% |
| 3M | +4.3% | -38.0% | +42.3% | -3.3% |
| 6M | +29.2% | -45.3% | +74.5% | +20.8% |
| YTD | -6.4% | +1.1% | -7.5% | -6.1% |
| 1Y | -5.3% | +8.6% | -13.9% | -4.3% |
| All | -5.3% | +6.2% | -11.6% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling