+91.2%
AEP vs WING
-23.4%
+114.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | +2.9% | -2.5% | +5.4% | +2.9% |
| 30D | +3.2% | +29.5% | -26.3% | +3.5% |
| 3M | +3.8% | +40.2% | -36.4% | +4.1% |
| 6M | +2.5% | +32.7% | -30.2% | +2.9% |
| YTD | +15.5% | -32.8% | +48.3% | +15.0% |
| 1Y | +9.6% | -31.7% | +41.3% | +9.1% |
| 3Y | +91.2% | -24.7% | +115.9% | +85.8% |
| All | +91.2% | -23.4% | +114.6% | +85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling