+170.8%
AEP vs WING
+379.2%
-208.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | -0.1% | -0.5% | +0.4% | -0.1% |
| 3M | -3.2% | -23.9% | +20.7% | -2.3% |
| 6M | -5.3% | -48.9% | +43.6% | -2.9% |
| YTD | +9.5% | -53.3% | +62.9% | +12.4% |
| 1Y | +17.5% | -60.3% | +77.8% | +21.3% |
| 3Y | +77.0% | -30.1% | +107.1% | +72.5% |
| 5Y | +66.4% | -36.2% | +102.6% | +60.6% |
| All | +170.8% | +379.2% | -208.4% | +134.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling