-68.6%
AAL vs ENB
+109.5%
-178.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.4% |
| 7D | -0.1% | +3.1% | -3.2% | -2.0% |
| 30D | +11.7% | +2.1% | +9.6% | +10.1% |
| 3M | -12.5% | -4.4% | -8.1% | -10.4% |
| 6M | +3.6% | -10.1% | +13.7% | +9.3% |
| YTD | -14.1% | +5.2% | -19.3% | -19.5% |
| 1Y | +0.8% | +4.2% | -3.5% | -5.2% |
| 3Y | +11.8% | +70.1% | -58.3% | -27.4% |
| 5Y | -35.1% | +59.4% | -94.5% | -56.1% |
| All | -68.6% | +109.5% | -178.1% | -83.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling