+394.5%
AEM vs CHWY
-41.4%
+436.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.0% |
| 7D | -5.0% | -12.0% | +7.0% | -4.3% |
| 30D | +8.5% | -6.2% | +14.6% | +8.9% |
| 3M | +29.3% | +5.5% | +23.8% | +28.6% |
| 6M | -12.9% | -17.8% | +4.9% | -12.1% |
| YTD | +16.8% | -36.2% | +53.0% | +19.7% |
| 1Y | +29.8% | -40.0% | +69.8% | +33.4% |
| 3Y | +336.7% | -8.3% | +345.0% | +331.3% |
| 5Y | +299.9% | -71.9% | +371.8% | +308.4% |
| All | +394.5% | -41.4% | +436.0% | +385.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling