-35.2%
BROS vs AEE
+12.0%
-47.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.1% | +5.4% | +6.3% |
| 7D | +6.3% | +1.7% | +4.6% | +6.1% |
| 30D | -8.3% | +9.7% | -18.1% | -9.1% |
| 3M | -29.8% | +5.9% | -35.7% | -30.3% |
| 6M | -25.8% | +6.7% | -32.5% | -25.7% |
| YTD | -41.4% | +17.4% | -58.7% | -42.2% |
| 1Y | -35.2% | +12.7% | -47.8% | -33.5% |
| All | -35.2% | +12.0% | -47.1% | -33.5% |
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