+858.4%
WMB vs AEE
+813.9%
+44.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +0.6% | +0.3% | +0.2% | +0.3% |
| 30D | +3.3% | -2.3% | +5.5% | +4.8% |
| 3M | +3.1% | +0.2% | +2.9% | +2.8% |
| 6M | -0.7% | -4.7% | +4.0% | +2.2% |
| YTD | +25.2% | +8.1% | +17.1% | +18.2% |
| 1Y | +32.9% | +8.5% | +24.3% | +24.9% |
| 3Y | +140.6% | +48.9% | +91.7% | +79.5% |
| 5Y | +273.5% | +39.9% | +233.5% | +185.1% |
| 10Y | +334.2% | +186.5% | +147.7% | +67.7% |
| All | +858.4% | +813.9% | +44.5% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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