+18.4%
BROS vs AEE
+42.1%
-23.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.0% |
| 7D | -6.1% | -0.7% | -5.4% | -5.8% |
| 30D | -12.4% | -2.0% | -10.4% | -11.8% |
| 3M | -27.9% | -2.8% | -25.1% | -27.3% |
| 6M | -16.8% | -3.6% | -13.2% | -16.0% |
| YTD | -29.0% | +7.3% | -36.4% | -31.2% |
| 1Y | -33.2% | +8.7% | -41.9% | -35.6% |
| 3Y | +56.8% | +46.0% | +10.7% | +34.3% |
| All | +18.4% | +42.1% | -23.7% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling