+1,052.7%
AEP vs ENTG
+1,234.5%
-181.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.2% | -6.3% | -0.8% |
| 7D | +1.8% | +2.8% | -1.0% | +1.5% |
| 30D | -0.8% | -4.7% | +3.9% | -0.5% |
| 3M | -1.8% | -0.7% | -1.1% | -3.0% |
| 6M | -5.4% | +7.7% | -13.1% | -7.7% |
| YTD | +10.4% | +65.1% | -54.6% | +2.7% |
| 1Y | +18.2% | +74.8% | -56.6% | +8.5% |
| 3Y | +79.0% | +36.9% | +42.1% | +63.5% |
| 5Y | +64.8% | +16.1% | +48.7% | +48.5% |
| 10Y | +170.8% | +740.3% | -569.5% | +84.9% |
| All | +1,052.7% | +1,234.5% | -181.9% | +488.8% |
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