+278.8%
WMB vs AEIS
+219.5%
+59.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.2% |
| 7D | +0.6% | +3.0% | -2.4% | +0.1% |
| 30D | +3.3% | -14.6% | +17.9% | +5.3% |
| 3M | +3.1% | -12.4% | +15.6% | +3.7% |
| 6M | -0.7% | -15.0% | +14.3% | -0.6% |
| YTD | +25.2% | +34.3% | -9.1% | +15.4% |
| 1Y | +32.9% | +87.4% | -54.5% | +14.4% |
| 3Y | +140.6% | +139.8% | +0.8% | +92.0% |
| All | +278.8% | +219.5% | +59.2% | +177.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling