-34.4%
AAL vs ENTG
+3.6%
-38.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.4% |
| 7D | +2.9% | +22.8% | -19.9% | -5.2% |
| 30D | +6.5% | -4.9% | +11.3% | +6.6% |
| 3M | -10.9% | -4.8% | -6.0% | -11.6% |
| 6M | +4.9% | +5.6% | -0.7% | -4.7% |
| YTD | -13.2% | +82.4% | -95.6% | -40.1% |
| 1Y | -1.1% | +82.9% | -84.0% | -32.3% |
| 3Y | +12.8% | +62.1% | -49.3% | -25.3% |
| 5Y | -34.4% | +4.3% | -38.7% | -50.4% |
| All | -34.4% | +3.6% | -38.0% | -50.4% |
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