-40.8%
AAL vs ENB
+46.5%
-87.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.5% | +3.0% |
| 7D | +4.6% | -5.2% | +9.8% | +7.0% |
| 30D | +2.6% | +2.2% | +0.4% | +1.5% |
| 3M | -17.8% | -8.1% | -9.7% | -15.0% |
| 6M | +1.9% | -11.2% | +13.0% | +6.0% |
| YTD | -14.0% | +2.0% | -16.0% | -18.0% |
| 1Y | +0.2% | +4.1% | -3.8% | -5.8% |
| 3Y | +13.0% | +64.7% | -51.7% | -24.8% |
| All | -40.8% | +46.5% | -87.3% | -54.5% |
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