+55.4%
AA vs WING
+719.8%
-664.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +8.4% | -2.6% | +4.0% |
| 7D | +4.8% | +8.6% | -3.7% | +3.1% |
| 30D | -0.6% | +44.8% | -45.4% | -8.3% |
| 3M | -16.3% | +51.9% | -68.2% | -24.2% |
| 6M | -33.4% | +37.2% | -70.6% | -39.2% |
| YTD | -20.7% | -25.3% | +4.6% | -18.6% |
| 1Y | +12.9% | -25.1% | +38.0% | +15.3% |
| 3Y | +75.7% | -12.9% | +88.6% | +59.5% |
| 5Y | -6.8% | +12.0% | -18.8% | -25.0% |
| 10Y | +53.6% | +716.5% | -662.9% | -32.5% |
| All | +55.4% | +719.8% | -664.4% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling