+7.7%
AAL vs ENB
+9.4%
-1.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.6% | +6.2% |
| 7D | +8.3% | +0.5% | +7.9% | +8.6% |
| 30D | +6.2% | +6.0% | +0.3% | +9.3% |
| 3M | -17.7% | -7.4% | -10.3% | -20.7% |
| 6M | +15.4% | -8.5% | +23.9% | +10.8% |
| YTD | -11.1% | +6.1% | -17.2% | -8.8% |
| 1Y | +7.7% | +9.4% | -1.7% | +10.0% |
| All | +7.7% | +9.4% | -1.7% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 1y: compounded portfolio wealth divided by compounded ENB 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…
1y analysis · Full analysis span regression · 6 months rolling