+404.4%
WING vs AEE
+288.5%
+115.9%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -3.9% | +0.3% | -4.2% | -3.9% |
| 30D | -11.6% | -2.3% | -9.3% | -11.1% |
| 3M | -24.2% | +0.2% | -24.4% | -24.3% |
| 6M | -54.1% | -4.7% | -49.3% | -53.6% |
| YTD | -53.9% | +8.1% | -62.0% | -55.1% |
| 1Y | -64.4% | +8.5% | -72.9% | -65.4% |
| 3Y | -30.2% | +48.9% | -79.1% | -38.7% |
| 5Y | -34.1% | +39.9% | -74.0% | -41.1% |
| 10Y | +342.1% | +186.5% | +155.6% | +220.5% |
| All | +404.4% | +288.5% | +115.9% | +236.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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