-63.6%
AAL vs WING
+672.3%
-735.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.3% |
| 7D | +3.4% | -0.5% | +4.0% | +3.6% |
| 30D | +11.7% | +32.3% | -20.6% | +4.7% |
| 3M | -7.8% | +50.2% | -57.9% | -16.6% |
| 6M | +10.2% | +31.7% | -21.4% | +1.9% |
| YTD | -8.0% | -29.6% | +21.6% | -3.4% |
| 1Y | +8.5% | -29.7% | +38.3% | +13.9% |
| 3Y | +19.5% | -19.8% | +39.3% | +14.8% |
| 5Y | -33.9% | +3.1% | -37.0% | -43.6% |
| 10Y | -66.0% | +682.9% | -748.9% | -82.3% |
| All | -63.6% | +672.3% | -735.9% | -81.5% |
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 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