-27.8%
AAL vs ENTG
+1,238.8%
-1,266.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.2% | -4.9% | -1.5% |
| 7D | -3.7% | +2.8% | -6.6% | -5.0% |
| 30D | -20.8% | -4.7% | -16.1% | -19.8% |
| 3M | -1.3% | -0.7% | -0.5% | -5.8% |
| 6M | +5.4% | +7.7% | -2.3% | -4.3% |
| YTD | -14.4% | +65.1% | -79.4% | -37.2% |
| 1Y | +2.1% | +74.8% | -72.7% | -28.3% |
| 3Y | -10.6% | +36.9% | -47.5% | -33.9% |
| 5Y | -32.2% | +16.1% | -48.3% | -49.7% |
| 10Y | -62.7% | +740.3% | -803.1% | -89.9% |
| All | -27.8% | +1,238.8% | -1,266.6% | -88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling