its means that friendly fighter plane is protecting you and will fly along with you until the owner will force it to return or it will return automatically due to low fuel or run out of fuel (but don't rely that they are there doesn't mean that your 100% safe from being bomb)

maybe you'll ask what's does the red triangle thing, it means that you are targeted by bombers (mostly auto bombing) it will be either db or tb

hope this will answer your question