-7.7%
AAL vs ENTG
+47.4%
-55.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.3% |
| 7D | -0.3% | +8.9% | -9.3% | -3.5% |
| 30D | -19.0% | -7.2% | -11.8% | -17.2% |
| 3M | -5.1% | +6.4% | -11.5% | -11.2% |
| 6M | +15.5% | +25.7% | -10.2% | -1.0% |
| YTD | -15.8% | +67.9% | -83.6% | -37.8% |
| 1Y | -0.3% | +72.4% | -72.7% | -28.6% |
| 3Y | -7.7% | +48.4% | -56.1% | -38.1% |
| All | -7.7% | +47.4% | -55.1% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling