-66.1%
AAL vs WING
+405.9%
-472.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | -3.7% | -3.9% | +0.1% | -2.9% |
| 30D | -20.8% | -11.6% | -9.2% | -18.9% |
| 3M | -1.3% | -24.2% | +22.9% | +4.2% |
| 6M | +5.4% | -54.1% | +59.4% | +23.5% |
| YTD | -14.4% | -53.9% | +39.6% | -0.5% |
| 1Y | +2.1% | -64.4% | +66.5% | +24.9% |
| 3Y | -10.6% | -30.2% | +19.6% | -11.4% |
| 5Y | -32.2% | -34.1% | +1.9% | -36.0% |
| 10Y | -62.7% | +342.1% | -404.9% | -78.0% |
| All | -66.1% | +405.9% | -472.0% | -80.9% |
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