+116.4%
WMB vs AEM
+327.2%
-210.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.1% | +6.7% | +1.9% |
| 7D | -6.9% | +13.9% | -20.8% | -7.9% |
| 30D | -7.2% | +0.8% | -7.9% | -7.2% |
| 3M | -5.4% | +5.8% | -11.2% | -6.2% |
| 6M | -4.9% | -1.0% | -3.9% | -5.1% |
| YTD | +14.7% | +13.1% | +1.6% | +10.8% |
| 1Y | +14.7% | +14.4% | +0.3% | +10.4% |
| 3Y | +116.4% | +325.7% | -209.3% | +61.0% |
| All | +116.4% | +327.2% | -210.8% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 3y: compounded portfolio wealth divided by compounded AEM 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…
3y analysis · Full analysis span regression · 6 months rolling