+249.0%
AEM vs ENTG
-0.3%
+249.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.5% |
| 7D | -6.8% | +15.2% | -22.0% | -8.8% |
| 30D | +0.8% | -3.6% | +4.5% | +0.7% |
| 3M | -0.8% | -10.0% | +9.1% | -0.3% |
| 6M | -8.5% | +1.8% | -10.3% | -10.7% |
| YTD | +5.9% | +75.5% | -69.6% | -3.3% |
| 1Y | +6.6% | +82.4% | -75.8% | -3.3% |
| 3Y | +302.2% | +58.5% | +243.7% | +261.9% |
| All | +249.0% | -0.3% | +249.2% | +192.2% |
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 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