+8,919.3%
WMT vs AEM
+3,487.5%
+5,431.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -1.0% |
| 7D | +0.1% | +4.3% | -4.2% | +0.1% |
| 30D | -5.0% | +13.1% | -18.1% | -4.9% |
| 3M | -11.3% | +24.8% | -36.1% | -11.2% |
| 6M | -13.8% | -8.2% | -5.6% | -13.8% |
| YTD | -4.2% | +19.8% | -24.0% | -4.1% |
| 1Y | +4.6% | +32.1% | -27.5% | +4.8% |
| 3Y | +100.5% | +348.2% | -247.7% | +102.4% |
| 5Y | +129.7% | +297.5% | -167.8% | +131.8% |
| 10Y | +423.4% | +343.3% | +80.1% | +432.0% |
| All | +8,919.3% | +3,487.5% | +5,431.8% | +11,166.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling