+310.5%
AEM vs BROS
+43.3%
+267.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | -0.5% | -6.7% | +6.2% | -0.1% |
| 30D | +24.0% | -29.1% | +53.1% | +26.6% |
| 3M | +16.1% | -16.7% | +32.8% | +17.1% |
| 6M | -11.6% | -11.6% | 0.0% | -11.3% |
| YTD | +21.5% | -23.9% | +45.5% | +22.9% |
| 1Y | +39.2% | -34.8% | +74.0% | +41.7% |
| 3Y | +347.4% | +62.1% | +285.4% | +318.6% |
| All | +310.5% | +43.3% | +267.2% | +294.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling