+304.9%
AEM vs BRO
+17.6%
+287.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -2.1% | -7.3% | +5.2% | -2.0% |
| 30D | +8.4% | -6.9% | +15.3% | +8.6% |
| 3M | +27.3% | +10.7% | +16.6% | +26.6% |
| 6M | -9.7% | -2.7% | -7.0% | -9.4% |
| YTD | +19.0% | -16.3% | +35.3% | +20.9% |
| 1Y | +31.5% | -29.1% | +60.6% | +36.0% |
| 3Y | +338.7% | -7.8% | +346.5% | +342.8% |
| All | +304.9% | +17.6% | +287.2% | +290.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling