+66.9%
BROS vs AEE
+48.1%
+18.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -6.6% | +1.1% | -7.6% | -6.8% |
| 30D | -12.3% | 0.0% | -12.3% | -12.4% |
| 3M | -22.2% | -0.9% | -21.3% | -22.0% |
| 6M | -14.3% | -2.4% | -11.9% | -13.9% |
| YTD | -26.6% | +8.6% | -35.2% | -27.9% |
| 1Y | -31.5% | +10.2% | -41.7% | -32.9% |
| All | +66.9% | +48.1% | +18.7% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling