+241.7%
AEIS vs WING
-35.4%
+277.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.7% |
| 7D | +8.1% | -0.1% | +8.3% | +8.1% |
| 30D | -11.1% | -6.0% | -5.1% | -10.7% |
| 3M | -5.6% | -23.5% | +17.8% | -1.8% |
| 6M | -0.6% | -52.0% | +51.3% | +13.6% |
| YTD | +38.0% | -53.8% | +91.8% | +56.5% |
| 1Y | +87.2% | -63.8% | +151.0% | +124.4% |
| 3Y | +179.7% | -30.8% | +210.5% | +157.7% |
| 5Y | +241.7% | -34.3% | +276.0% | +198.4% |
| All | +241.7% | -35.4% | +277.2% | +198.4% |
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