-35.9%
AAL vs ENTG
+21.6%
-57.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | -0.3% |
| 7D | -1.3% | +8.9% | -10.2% | -4.7% |
| 30D | -13.7% | -0.8% | -12.9% | -14.0% |
| 3M | -8.2% | +6.6% | -14.7% | -14.3% |
| 6M | +13.1% | +22.1% | -9.0% | -2.2% |
| YTD | -15.6% | +70.2% | -85.8% | -38.3% |
| 1Y | +1.4% | +76.7% | -75.3% | -28.4% |
| 3Y | -7.4% | +50.5% | -57.9% | -34.9% |
| 5Y | -35.9% | +21.8% | -57.7% | -50.0% |
| All | -35.9% | +21.6% | -57.5% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling