-34.6%
AAL vs WING
+8.7%
-43.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.7% |
| 7D | +10.1% | +5.0% | +5.1% | +8.8% |
| 30D | +10.6% | +38.7% | -28.1% | +1.7% |
| 3M | -5.9% | +44.7% | -50.7% | -15.1% |
| 6M | +5.7% | +31.5% | -25.8% | -3.0% |
| YTD | -8.0% | -28.4% | +20.5% | -2.8% |
| 1Y | +6.0% | -28.2% | +34.2% | +11.6% |
| 3Y | +19.6% | -18.4% | +38.0% | +9.7% |
| 5Y | -34.6% | +5.2% | -39.8% | -49.0% |
| All | -34.6% | +8.7% | -43.3% | -49.0% |
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