+17.5%
AEP vs WING
-61.7%
+79.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.6% |
| 6M | -5.3% | -48.9% | +43.6% | -6.9% |
| YTD | +9.5% | -53.3% | +62.9% | +7.1% |
| 1Y | +17.5% | -60.3% | +77.8% | +15.4% |
| All | +17.5% | -61.7% | +79.2% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling