-64.8%
AAL vs ENTG
+797.5%
-862.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -0.9% | +0.3% |
| 7D | -0.9% | +1.2% | -2.1% | -1.5% |
| 30D | -12.9% | -12.9% | 0.0% | -8.1% |
| 3M | -11.2% | -3.1% | -8.1% | -13.9% |
| 6M | +17.8% | +21.0% | -3.2% | +1.8% |
| YTD | -15.1% | +67.0% | -82.1% | -37.8% |
| 1Y | +0.5% | +68.6% | -68.2% | -27.9% |
| 3Y | -7.7% | +48.6% | -56.3% | -34.5% |
| 5Y | -31.3% | +18.6% | -50.0% | -49.4% |
| All | -64.8% | +797.5% | -862.3% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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