+61.8%
AFL vs WING
-29.7%
+91.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.4% |
| 7D | -2.1% | -2.3% | +0.1% | -2.1% |
| 30D | -5.4% | -5.6% | +0.2% | -5.4% |
| 3M | -0.3% | -22.9% | +22.7% | +0.2% |
| 6M | +5.2% | -50.4% | +55.6% | +6.8% |
| YTD | +5.7% | -53.3% | +59.0% | +7.2% |
| 1Y | +10.2% | -61.2% | +71.4% | +12.5% |
| All | +61.8% | -29.7% | +91.5% | +46.8% |
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