+68.0%
AEP vs ENTG
+20.3%
+47.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.6% |
| 7D | +0.9% | +8.9% | -8.0% | +0.8% |
| 30D | +1.5% | -0.8% | +2.3% | +1.5% |
| 3M | -1.7% | +6.6% | -8.2% | -1.9% |
| 6M | -4.0% | +22.1% | -26.1% | -4.5% |
| YTD | +10.6% | +70.2% | -59.6% | +9.5% |
| 1Y | +18.6% | +76.7% | -58.1% | +17.3% |
| 3Y | +78.7% | +50.5% | +28.2% | +74.2% |
| All | +68.0% | +20.3% | +47.7% | +60.4% |
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