+281.4%
WMB vs AEIS
+332.3%
-51.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.4% |
| 7D | +7.8% | +11.5% | -3.7% | +5.1% |
| 30D | -5.1% | -15.8% | +10.7% | -2.0% |
| 3M | -4.7% | -33.3% | +28.6% | +3.0% |
| 6M | -7.4% | -35.2% | +27.8% | -1.2% |
| YTD | +17.5% | +5.0% | +12.4% | +8.9% |
| 1Y | +19.5% | +8.5% | +11.0% | +9.6% |
| 3Y | +121.3% | +152.9% | -31.6% | +53.7% |
| 5Y | +200.5% | +144.6% | +55.9% | +102.7% |
| All | +281.4% | +332.3% | -51.0% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling