+249.0%
AEM vs BROS
-43.5%
+292.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.5% | -6.5% | -0.5% |
| 7D | -6.8% | +6.3% | -13.2% | -7.3% |
| 30D | +0.8% | -8.3% | +9.2% | +1.2% |
| 3M | -0.8% | -29.8% | +28.9% | +1.8% |
| 6M | -8.5% | -25.8% | +17.3% | -7.0% |
| YTD | +5.9% | -41.4% | +47.3% | +9.6% |
| 1Y | +6.6% | -35.2% | +41.8% | +9.2% |
| 3Y | +302.2% | +32.8% | +269.4% | +268.1% |
| All | +249.0% | -43.5% | +292.4% | +232.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling