+22.6%
BROS vs AEIS
+238.9%
-216.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.6% |
| 7D | -6.6% | +6.5% | -13.0% | -9.0% |
| 30D | -12.3% | -9.2% | -3.2% | -9.6% |
| 3M | -22.2% | -8.3% | -13.9% | -23.2% |
| 6M | -14.3% | -6.3% | -7.9% | -18.2% |
| YTD | -26.6% | +36.5% | -63.1% | -43.6% |
| 1Y | -31.5% | +84.8% | -116.3% | -56.6% |
| 3Y | +62.3% | +176.6% | -114.3% | -22.1% |
| All | +22.6% | +238.9% | -216.3% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling