+5,376.0%
WMB vs AEP
+2,223.4%
+3,152.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.6% | +1.8% | -1.2% | -0.5% |
| 30D | +3.3% | -0.8% | +4.1% | +3.7% |
| 3M | +3.1% | -1.8% | +5.0% | +4.1% |
| 6M | -0.7% | -5.4% | +4.7% | +2.2% |
| YTD | +25.2% | +10.4% | +14.7% | +17.5% |
| 1Y | +32.9% | +18.2% | +14.7% | +19.4% |
| 3Y | +140.6% | +79.0% | +61.6% | +64.5% |
| 5Y | +273.5% | +64.8% | +208.6% | +163.5% |
| 10Y | +334.2% | +170.8% | +163.4% | +104.9% |
| All | +5,376.0% | +2,223.4% | +3,152.6% | +702.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling