+1,810.4%
WMB vs AEIS
+2,004.7%
-194.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.3% |
| 7D | -6.9% | -6.9% | 0.0% | -5.8% |
| 30D | -7.2% | -23.2% | +16.0% | -3.1% |
| 3M | -5.4% | -29.5% | +24.1% | -0.2% |
| 6M | -4.9% | -37.9% | +33.0% | +1.1% |
| YTD | +14.7% | +6.0% | +8.7% | +9.1% |
| 1Y | +14.7% | +1.2% | +13.5% | +9.9% |
| 3Y | +116.4% | +150.0% | -33.6% | +69.7% |
| 5Y | +198.5% | +141.9% | +56.7% | +130.6% |
| 10Y | +266.3% | +356.2% | -89.9% | +138.0% |
| All | +1,810.4% | +2,004.7% | -194.2% | +811.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling