+5.3%
WMT vs AEM
+32.6%
-27.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.5% | +1.4% |
| 7D | 0.0% | -2.1% | +2.1% | -0.1% |
| 30D | -7.4% | +8.4% | -15.9% | -7.1% |
| 3M | -10.9% | +27.3% | -38.2% | -9.9% |
| 6M | -12.7% | -9.7% | -3.0% | -12.2% |
| YTD | -3.2% | +19.0% | -22.2% | -1.0% |
| 1Y | +5.3% | +31.5% | -26.2% | +7.9% |
| All | +5.3% | +32.6% | -27.3% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling