-22.5%
AAL vs ENB
+649.1%
-671.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.9% |
| 7D | +10.1% | -2.4% | +12.5% | +11.9% |
| 30D | +10.6% | +2.5% | +8.1% | +8.6% |
| 3M | -5.9% | -5.8% | -0.1% | -2.6% |
| 6M | +5.7% | -8.5% | +14.2% | +10.4% |
| YTD | -8.0% | +3.9% | -11.8% | -12.9% |
| 1Y | +6.0% | +3.7% | +2.3% | +0.2% |
| 3Y | +19.6% | +70.1% | -50.5% | -21.7% |
| 5Y | -34.6% | +53.2% | -87.8% | -54.2% |
| 10Y | -65.5% | +100.2% | -165.7% | -80.8% |
| All | -22.5% | +649.1% | -671.5% | -87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling