+27.0%
BROS vs AEE
+43.1%
-16.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -6.7% | +0.3% | -7.0% | -6.8% |
| 30D | -29.1% | -2.3% | -26.8% | -28.5% |
| 3M | -16.7% | +0.2% | -16.9% | -16.8% |
| 6M | -11.6% | -4.7% | -6.9% | -10.4% |
| YTD | -23.9% | +8.1% | -32.0% | -26.4% |
| 1Y | -34.8% | +8.5% | -43.3% | -37.1% |
| 3Y | +62.1% | +48.9% | +13.2% | +37.6% |
| All | +27.0% | +43.1% | -16.1% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling