-34.0%
BROS vs AEIS
+81.9%
-115.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.9% | +0.4% |
| 7D | -5.8% | +2.3% | -8.0% | -6.1% |
| 30D | -14.0% | -14.8% | +0.9% | -12.1% |
| 3M | -32.5% | -15.6% | -16.9% | -31.7% |
| 6M | -14.9% | -8.7% | -6.2% | -16.1% |
| YTD | -28.3% | +37.3% | -65.6% | -35.2% |
| 1Y | -34.0% | +80.3% | -114.3% | -48.5% |
| All | -34.0% | +81.9% | -115.9% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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