+266.3%
WMB vs AEP
+196.9%
+69.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -6.9% | -0.8% | -6.1% | -6.6% |
| 30D | -7.2% | +4.9% | -12.1% | -8.5% |
| 3M | -5.4% | +4.9% | -10.3% | -6.8% |
| 6M | -4.9% | -0.3% | -4.6% | -4.8% |
| YTD | +14.7% | +14.3% | +0.4% | +10.2% |
| 1Y | +14.7% | +7.5% | +7.2% | +12.1% |
| 3Y | +116.4% | +82.6% | +33.7% | +78.1% |
| 5Y | +198.5% | +81.5% | +117.1% | +147.0% |
| 10Y | +266.3% | +203.2% | +63.1% | +208.0% |
| All | +266.3% | +196.9% | +69.4% | +208.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling