+367.3%
AME vs WING
+405.9%
-38.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +0.6% | -3.9% | +4.5% | +1.2% |
| 30D | -6.7% | -11.6% | +4.9% | -5.3% |
| 3M | +4.1% | -24.2% | +28.3% | +7.6% |
| 6M | +1.6% | -54.1% | +55.6% | +12.7% |
| YTD | +16.1% | -53.9% | +70.0% | +27.8% |
| 1Y | +27.3% | -64.4% | +91.7% | +45.1% |
| 3Y | +50.9% | -30.2% | +81.1% | +45.0% |
| 5Y | +81.4% | -34.1% | +115.5% | +68.6% |
| 10Y | +417.0% | +342.1% | +74.8% | +221.3% |
| All | +367.3% | +405.9% | -38.6% | +177.3% |
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