+428.1%
WMT vs AAL
-63.7%
+491.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.3% |
| 7D | 0.0% | -0.9% | +0.9% | 0.0% |
| 30D | -7.4% | -12.9% | +5.4% | -7.0% |
| 3M | -10.9% | -11.2% | +0.3% | -10.6% |
| 6M | -12.7% | +17.8% | -30.5% | -13.5% |
| YTD | -3.2% | -15.1% | +11.9% | -3.0% |
| 1Y | +5.3% | +0.5% | +4.8% | +4.7% |
| 3Y | +101.9% | -7.7% | +109.5% | +99.2% |
| 5Y | +134.6% | -31.3% | +165.9% | +131.8% |
| All | +428.1% | -63.7% | +491.8% | +456.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 10y: compounded portfolio wealth divided by compounded AAL 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…
10y analysis · Full analysis span regression · 6 months rolling