+285.2%
BRO vs AEIS
+562.2%
-277.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -0.8% |
| 7D | -7.3% | +2.3% | -9.6% | -7.6% |
| 30D | -6.9% | -14.8% | +8.0% | -5.2% |
| 3M | +10.7% | -15.6% | +26.2% | +11.3% |
| 6M | -2.7% | -8.7% | +6.0% | -4.6% |
| YTD | -16.3% | +37.3% | -53.7% | -24.4% |
| 1Y | -29.1% | +80.3% | -109.4% | -39.8% |
| 3Y | -7.8% | +177.9% | -185.8% | -31.2% |
| 5Y | +18.7% | +235.8% | -217.1% | -17.3% |
| All | +285.2% | +562.2% | -277.0% | +103.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling