-2.1%
BROS vs AEIS
+160.7%
-162.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.0% | +10.5% | +8.0% |
| 7D | +6.3% | +11.5% | -5.2% | +1.6% |
| 30D | -8.3% | -15.8% | +7.4% | -3.2% |
| 3M | -29.8% | -33.3% | +3.5% | -19.8% |
| 6M | -25.8% | -35.2% | +9.4% | -18.2% |
| YTD | -41.4% | +5.0% | -46.4% | -51.2% |
| 1Y | -35.2% | +8.5% | -43.6% | -47.3% |
| 3Y | +32.8% | +152.9% | -120.1% | -37.1% |
| 5Y | -42.2% | +144.6% | -186.8% | -74.5% |
| All | -2.1% | +160.7% | -162.9% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling