+304.9%
AEM vs CHWY
-72.6%
+377.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +2.1% |
| 7D | -2.1% | -13.6% | +11.5% | -1.1% |
| 30D | +8.4% | -8.5% | +17.0% | +9.1% |
| 3M | +27.3% | +8.9% | +18.4% | +26.2% |
| 6M | -9.7% | -20.5% | +10.8% | -8.4% |
| YTD | +19.0% | -38.2% | +57.1% | +22.4% |
| 1Y | +31.5% | -43.3% | +74.7% | +36.0% |
| 3Y | +338.7% | -8.5% | +347.2% | +333.7% |
| All | +304.9% | -72.6% | +377.5% | +282.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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