+3,515.1%
AEM vs BRO
+25,535.5%
-22,020.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -2.1% | -7.3% | +5.2% | -1.9% |
| 30D | +8.4% | -6.9% | +15.3% | +8.7% |
| 3M | +27.3% | +10.7% | +16.6% | +26.8% |
| 6M | -9.7% | -2.7% | -7.0% | -9.7% |
| YTD | +19.0% | -16.3% | +35.3% | +19.5% |
| 1Y | +31.5% | -29.1% | +60.6% | +32.9% |
| 3Y | +338.7% | -7.8% | +346.5% | +339.0% |
| 5Y | +307.4% | +18.7% | +288.7% | +303.2% |
| 10Y | +370.9% | +291.9% | +79.0% | +351.9% |
| All | +3,515.1% | +25,535.5% | -22,020.3% | +3,903.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling