+295.4%
WMB vs AEP
+175.2%
+120.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.8% |
| 7D | -1.7% | -1.0% | -0.7% | -1.4% |
| 30D | +0.7% | -0.1% | +0.8% | +0.7% |
| 3M | +1.5% | -3.2% | +4.7% | +2.5% |
| 6M | +0.1% | -5.3% | +5.3% | +1.6% |
| YTD | +22.9% | +9.5% | +13.4% | +19.6% |
| 1Y | +27.9% | +17.5% | +10.4% | +21.7% |
| 3Y | +139.1% | +77.0% | +62.2% | +98.7% |
| 5Y | +270.9% | +66.4% | +204.5% | +214.4% |
| All | +295.4% | +175.2% | +120.2% | +233.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AEP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling