+132.8%
WMT vs AEM
+298.9%
-166.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.1% |
| 7D | -2.5% | -5.0% | +2.6% | -2.2% |
| 30D | -6.4% | +8.5% | -14.9% | -7.0% |
| 3M | -12.1% | +29.3% | -41.4% | -13.8% |
| 6M | -15.0% | -12.9% | -2.0% | -14.1% |
| YTD | -4.5% | +16.8% | -21.3% | -6.3% |
| 1Y | +6.2% | +29.8% | -23.6% | +2.7% |
| 3Y | +99.9% | +336.7% | -236.9% | +71.0% |
| All | +132.8% | +298.9% | -166.1% | +97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling