+288.5%
WMB vs AEM
+295.0%
-6.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | +2.4% |
| 7D | +0.8% | +4.3% | -3.5% | +0.2% |
| 30D | +7.7% | +13.1% | -5.4% | +5.5% |
| 3M | +6.7% | +24.8% | -18.1% | +2.7% |
| 6M | +3.6% | -8.2% | +11.9% | +4.3% |
| YTD | +28.0% | +19.8% | +8.2% | +22.1% |
| 1Y | +37.6% | +32.1% | +5.6% | +28.3% |
| 3Y | +149.0% | +348.2% | -199.2% | +80.8% |
| All | +288.5% | +295.0% | -6.5% | +189.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling