+338.7%
AEM vs BRO
-7.6%
+346.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -2.1% | -7.3% | +5.2% | -2.4% |
| 30D | +8.4% | -6.9% | +15.3% | +8.1% |
| 3M | +27.3% | +10.7% | +16.6% | +27.6% |
| 6M | -9.7% | -2.7% | -7.0% | -8.9% |
| YTD | +19.0% | -16.3% | +35.3% | +21.3% |
| 1Y | +31.5% | -29.1% | +60.6% | +36.7% |
| 3Y | +338.7% | -7.8% | +346.5% | +371.4% |
| All | +338.7% | -7.6% | +346.3% | +371.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 3y: compounded portfolio wealth divided by compounded BRO 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…
3y analysis · Full analysis span regression · 6 months rolling