+66.1%
AEP vs WING
-34.3%
+100.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +2.0% | -0.1% | +2.1% | +2.0% |
| 30D | +0.5% | -6.0% | +6.5% | +0.6% |
| 3M | -0.3% | -23.5% | +23.2% | +0.3% |
| 6M | -3.5% | -52.0% | +48.5% | -1.8% |
| YTD | +11.3% | -53.8% | +65.1% | +13.1% |
| 1Y | +20.2% | -63.8% | +84.0% | +23.2% |
| 3Y | +79.8% | -30.8% | +110.5% | +72.6% |
| All | +66.1% | -34.3% | +100.4% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling