+708.1%
ENTG vs AA
+44.6%
+663.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | +0.4% |
| 7D | -9.3% | +1.2% | -10.5% | -9.5% |
| 30D | -16.4% | -5.0% | -11.3% | -14.6% |
| 3M | -3.8% | -22.2% | +18.4% | +4.3% |
| 6M | -6.9% | -36.3% | +29.4% | +7.5% |
| YTD | +65.0% | -24.2% | +89.2% | +76.9% |
| 1Y | +61.7% | +3.9% | +57.8% | +55.7% |
| 3Y | +46.6% | +67.6% | -20.9% | +17.5% |
| 5Y | -2.7% | -8.8% | +6.1% | -12.0% |
| All | +708.1% | +44.6% | +663.5% | +429.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling