+601.7%
AEM vs WING
+637.7%
-36.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -3.6% |
| 7D | -5.6% | -3.9% | -1.7% | -5.3% |
| 30D | -3.9% | +26.6% | -30.5% | -6.0% |
| 3M | -3.4% | +42.5% | -45.9% | -6.8% |
| 6M | -9.0% | +29.4% | -38.5% | -11.8% |
| YTD | +5.9% | -32.8% | +38.7% | +8.4% |
| 1Y | +4.0% | -33.5% | +37.4% | +6.4% |
| 3Y | +298.8% | -23.4% | +322.2% | +287.8% |
| 5Y | +250.7% | -0.4% | +251.1% | +221.8% |
| 10Y | +405.9% | +647.8% | -241.9% | +296.9% |
| All | +601.7% | +637.7% | -36.0% | +452.5% |
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