+120.7%
WMB vs AIG
+39.5%
+81.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.5% | +2.0% |
| 7D | +1.6% | +1.4% | +0.2% | +1.3% |
| 30D | -7.1% | +6.6% | -13.7% | -8.5% |
| 3M | -4.0% | +7.9% | -11.9% | -5.7% |
| 6M | -5.7% | +10.4% | -16.1% | -8.2% |
| YTD | +17.2% | -1.3% | +18.5% | +17.7% |
| 1Y | +17.2% | +11.5% | +5.7% | +13.3% |
| All | +120.7% | +39.5% | +81.2% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 3y: compounded portfolio wealth divided by compounded AIG 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…
3y analysis · Full analysis span regression · 6 months rolling