+428.1%
WMT vs AEIS
+562.2%
-134.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.6% | +1.0% |
| 7D | 0.0% | +2.3% | -2.3% | -0.2% |
| 30D | -7.4% | -14.8% | +7.4% | -6.5% |
| 3M | -10.9% | -15.6% | +4.7% | -10.3% |
| 6M | -12.7% | -8.7% | -4.0% | -13.2% |
| YTD | -3.2% | +37.3% | -40.5% | -7.3% |
| 1Y | +5.3% | +80.3% | -75.1% | -2.2% |
| 3Y | +101.9% | +177.9% | -76.1% | +76.6% |
| 5Y | +134.6% | +235.8% | -101.3% | +98.8% |
| All | +428.1% | +562.2% | -134.2% | +309.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling