-26.8%
AAL vs ENTG
+1,379.4%
-1,406.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.3% |
| 7D | +2.9% | +22.8% | -19.9% | -6.3% |
| 30D | +6.5% | -4.9% | +11.3% | +6.4% |
| 3M | -10.9% | -4.8% | -6.0% | -12.0% |
| 6M | +4.9% | +5.6% | -0.7% | -5.6% |
| YTD | -13.2% | +82.4% | -95.6% | -40.9% |
| 1Y | -1.1% | +82.9% | -84.0% | -33.1% |
| 3Y | +12.8% | +62.1% | -49.3% | -24.7% |
| 5Y | -34.4% | +4.3% | -38.7% | -50.0% |
| 10Y | -67.9% | +793.4% | -861.3% | -91.8% |
| All | -26.8% | +1,379.4% | -1,406.3% | -89.2% |
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