+8,919.3%
WMT vs AEP
+2,240.6%
+6,678.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.2% |
| 7D | +0.1% | +2.0% | -1.9% | -0.5% |
| 30D | -5.0% | +0.5% | -5.5% | -5.1% |
| 3M | -11.3% | -0.3% | -11.0% | -11.3% |
| 6M | -13.8% | -3.5% | -10.3% | -13.0% |
| YTD | -4.2% | +11.3% | -15.5% | -7.5% |
| 1Y | +4.6% | +20.2% | -15.7% | -1.5% |
| 3Y | +100.5% | +79.8% | +20.7% | +64.9% |
| 5Y | +129.7% | +65.6% | +64.1% | +92.3% |
| 10Y | +423.4% | +169.3% | +254.1% | +269.8% |
| All | +8,919.3% | +2,240.6% | +6,678.7% | +1,817.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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