I think it's similar to the relationship I had with my brothers growing up. There were times we were thick as thieves and times where we wanted to (and often tried to) murder each other.
There was one interesting dynamic in the relationship, though, that always persisted, regardless of what else was going on: my brothers could pick on me, beat me up, make fun of me or whatever, but if someone else tried? It was on. We would combine our powers like Voltron and defend each other against these outsiders until the threat abated, at which point we would commence kicking the crap out of each other.