+9.0%
AFL vs WING
-61.7%
+70.7%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -3.3% | +0.2% | -3.5% | -3.3% |
| 30D | -5.0% | -0.5% | -4.5% | -4.9% |
| 3M | -1.8% | -23.9% | +22.1% | -2.1% |
| 6M | +4.8% | -48.9% | +53.7% | +3.9% |
| YTD | +5.4% | -53.3% | +58.8% | +3.9% |
| 1Y | +9.0% | -60.3% | +69.3% | +3.2% |
| All | +9.0% | -61.7% | +70.7% | +3.2% |
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