-20.3%
BROS vs AEE
+13.9%
-34.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.5% | +0.8% |
| 7D | +2.5% | +4.7% | -2.2% | +2.1% |
| 30D | +15.1% | +13.4% | +1.6% | +13.9% |
| 3M | -31.4% | +4.1% | -35.4% | -31.7% |
| 6M | -22.6% | +2.0% | -24.6% | -22.4% |
| YTD | -28.1% | +15.6% | -43.8% | -28.8% |
| 1Y | -20.3% | +14.1% | -34.4% | -20.3% |
| All | -20.3% | +13.9% | -34.2% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling