-32.5%
AAL vs WING
-35.4%
+2.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -19.0% | -6.0% | -13.0% | -18.2% |
| 3M | -5.1% | -23.5% | +18.4% | +0.5% |
| 6M | +15.5% | -52.0% | +67.5% | +36.1% |
| YTD | -15.8% | -53.8% | +38.0% | -0.6% |
| 1Y | -0.3% | -63.8% | +63.5% | +24.3% |
| 3Y | -7.7% | -30.8% | +23.1% | -12.5% |
| 5Y | -32.5% | -34.3% | +1.8% | -42.8% |
| All | -32.5% | -35.4% | +2.9% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling