+81.7%
AA vs WING
-28.1%
+109.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.0% |
| 7D | -0.7% | -3.9% | +3.2% | -0.4% |
| 30D | +5.0% | -11.6% | +16.6% | +5.8% |
| 3M | -35.8% | -24.2% | -11.6% | -34.7% |
| 6M | -18.4% | -54.1% | +35.7% | -12.4% |
| YTD | -5.5% | -53.9% | +48.4% | +1.0% |
| 1Y | +61.0% | -64.4% | +125.3% | +77.4% |
| All | +81.7% | -28.1% | +109.8% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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