+350.1%
AME vs WING
+656.3%
-306.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.8% |
| 7D | -5.2% | +9.0% | -14.2% | -6.4% |
| 30D | -8.0% | +39.9% | -48.0% | -12.7% |
| 3M | -8.9% | +40.4% | -49.3% | -14.1% |
| 6M | -5.0% | +12.9% | -17.9% | -8.1% |
| YTD | +11.9% | -31.1% | +43.0% | +15.4% |
| 1Y | +16.6% | -32.7% | +49.3% | +20.5% |
| 3Y | +62.5% | -19.8% | +82.3% | +54.4% |
| 5Y | +67.6% | +4.0% | +63.6% | +45.1% |
| 10Y | +450.4% | +684.4% | -234.1% | +212.4% |
| All | +350.1% | +656.3% | -306.2% | +150.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling