+5.3%
WMT vs AEIS
+81.9%
-76.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.6% | +1.5% |
| 7D | 0.0% | +2.3% | -2.3% | +0.1% |
| 30D | -7.4% | -14.8% | +7.4% | -7.9% |
| 3M | -10.9% | -15.6% | +4.7% | -11.0% |
| 6M | -12.7% | -8.7% | -4.0% | -12.5% |
| YTD | -3.2% | +37.3% | -40.5% | -0.6% |
| 1Y | +5.3% | +80.3% | -75.1% | +12.3% |
| All | +5.3% | +81.9% | -76.6% | +12.3% |
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