+19.4%
BRO vs AEIS
+232.6%
-213.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -0.4% |
| 7D | -7.3% | +2.3% | -9.6% | -7.4% |
| 30D | -6.9% | -14.8% | +8.0% | -6.3% |
| 3M | +10.7% | -15.6% | +26.2% | +10.9% |
| 6M | -2.7% | -8.7% | +6.0% | -3.9% |
| YTD | -16.3% | +37.3% | -53.7% | -22.1% |
| 1Y | -29.1% | +80.3% | -109.4% | -37.3% |
| 3Y | -7.8% | +177.9% | -185.8% | -27.7% |
| All | +19.4% | +232.6% | -213.2% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling