+704.3%
AEIS vs WING
+637.7%
+66.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.1% |
| 7D | +23.2% | -3.9% | +27.1% | +24.4% |
| 30D | -17.0% | +26.6% | -43.6% | -22.3% |
| 3M | -32.2% | +42.5% | -74.7% | -39.2% |
| 6M | -32.6% | +29.4% | -62.0% | -39.2% |
| YTD | +9.4% | -32.8% | +42.1% | +14.8% |
| 1Y | +7.7% | -33.5% | +41.1% | +12.9% |
| 3Y | +157.9% | -23.4% | +181.3% | +139.2% |
| 5Y | +154.8% | -0.4% | +155.2% | +104.0% |
| 10Y | +355.2% | +647.8% | -292.6% | +117.5% |
| All | +704.3% | +637.7% | +66.6% | +268.5% |
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