+343.5%
AEM vs BROS
+62.9%
+280.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.5% |
| 7D | +3.0% | -6.6% | +9.6% | +3.5% |
| 30D | +12.5% | -12.3% | +24.8% | +13.6% |
| 3M | +26.9% | -22.2% | +49.1% | +28.7% |
| 6M | -9.4% | -14.3% | +4.8% | -9.0% |
| YTD | +20.3% | -26.6% | +46.8% | +21.8% |
| 1Y | +33.8% | -31.5% | +65.3% | +35.8% |
| All | +343.5% | +62.9% | +280.6% | +285.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling