+281.4%
WMB vs AEP
+207.1%
+74.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +7.8% | +2.9% | +4.9% | +6.9% |
| 30D | -5.1% | +3.2% | -8.3% | -6.0% |
| 3M | -4.7% | +3.8% | -8.5% | -5.8% |
| 6M | -7.4% | +2.5% | -9.9% | -8.1% |
| YTD | +17.5% | +15.5% | +2.0% | +12.5% |
| 1Y | +19.5% | +9.6% | +9.9% | +16.1% |
| 3Y | +121.3% | +91.2% | +30.1% | +79.5% |
| 5Y | +200.5% | +88.2% | +112.3% | +146.2% |
| All | +281.4% | +207.1% | +74.2% | +222.1% |
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