+31.5%
AEM vs BROS
-32.8%
+64.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.7% |
| 7D | -2.1% | -5.8% | +3.6% | -1.4% |
| 30D | +8.4% | -14.0% | +22.4% | +10.4% |
| 3M | +27.3% | -32.5% | +59.8% | +32.2% |
| 6M | -9.7% | -14.9% | +5.3% | -9.7% |
| YTD | +19.0% | -28.3% | +47.2% | +19.5% |
| 1Y | +31.5% | -34.0% | +65.5% | +26.9% |
| All | +31.5% | -32.8% | +64.3% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling