+294.4%
AEM vs BROS
+33.7%
+260.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -2.7% |
| 7D | -5.0% | -6.1% | +1.0% | -4.6% |
| 30D | +8.5% | -12.4% | +20.8% | +9.4% |
| 3M | +29.3% | -27.9% | +57.2% | +31.7% |
| 6M | -12.9% | -16.8% | +3.9% | -12.3% |
| YTD | +16.8% | -29.0% | +45.8% | +18.6% |
| 1Y | +29.8% | -33.2% | +63.0% | +32.1% |
| 3Y | +336.7% | +56.8% | +280.0% | +309.7% |
| All | +294.4% | +33.7% | +260.7% | +280.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling