+5,376.0%
WMB vs AIG
-21.5%
+5,397.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.4% |
| 7D | +0.6% | -0.9% | +1.5% | +0.8% |
| 30D | +3.3% | -4.9% | +8.1% | +4.6% |
| 3M | +3.1% | +4.5% | -1.3% | +1.8% |
| 6M | -0.7% | -1.4% | +0.7% | -0.7% |
| YTD | +25.2% | -9.8% | +35.0% | +27.8% |
| 1Y | +32.9% | -4.5% | +37.4% | +33.3% |
| 3Y | +140.6% | +37.4% | +103.1% | +118.4% |
| 5Y | +273.5% | +55.0% | +218.5% | +225.0% |
| 10Y | +334.2% | +63.7% | +270.5% | +261.6% |
| All | +5,376.0% | -21.5% | +5,397.6% | +3,568.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling