+7.0%
WMT vs AEIS
+93.3%
-86.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.1% |
| 7D | +3.9% | +3.0% | +1.0% | +4.0% |
| 30D | -4.4% | -14.6% | +10.2% | -4.9% |
| 3M | -8.8% | -12.4% | +3.7% | -9.0% |
| 6M | -15.6% | -15.0% | -0.7% | -15.6% |
| YTD | -3.2% | +34.3% | -37.5% | -0.7% |
| 1Y | +7.0% | +87.4% | -80.3% | +15.4% |
| All | +7.0% | +93.3% | -86.3% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling