+428.1%
WMT vs AEM
+378.0%
+50.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.5% | +1.3% |
| 7D | 0.0% | -2.1% | +2.1% | +0.1% |
| 30D | -7.4% | +8.4% | -15.9% | -7.8% |
| 3M | -10.9% | +27.3% | -38.2% | -12.0% |
| 6M | -12.7% | -9.7% | -3.0% | -12.4% |
| YTD | -3.2% | +19.0% | -22.2% | -4.5% |
| 1Y | +5.3% | +31.5% | -26.2% | +3.0% |
| 3Y | +101.9% | +338.7% | -236.8% | +84.3% |
| 5Y | +134.6% | +307.4% | -172.9% | +113.5% |
| All | +428.1% | +378.0% | +50.1% | +389.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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