+285.0%
WMB vs AIG
+53.4%
+231.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | 0.0% | -1.4% | +1.4% | +0.4% |
| 30D | +4.6% | -3.3% | +7.9% | +5.7% |
| 3M | +5.7% | +2.2% | +3.6% | +4.7% |
| 6M | +4.2% | -2.1% | +6.3% | +4.3% |
| YTD | +26.8% | -11.2% | +38.0% | +31.2% |
| 1Y | +34.7% | -2.1% | +36.8% | +33.8% |
| 3Y | +146.8% | +34.4% | +112.4% | +115.0% |
| 5Y | +285.0% | +53.7% | +231.3% | +207.1% |
| All | +285.0% | +53.4% | +231.6% | +207.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling