-32.8%
AAL vs ENB
+69.5%
-102.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.6% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | -20.8% | -2.2% | -18.6% | -20.1% |
| 3M | -1.3% | -10.5% | +9.2% | +3.2% |
| 6M | +5.4% | -5.1% | +10.4% | +6.6% |
| YTD | -14.4% | +9.0% | -23.3% | -20.3% |
| 1Y | +2.1% | +8.2% | -6.1% | -4.9% |
| 3Y | -10.6% | +67.8% | -78.3% | -39.4% |
| All | -32.8% | +69.5% | -102.3% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling