+769.3%
ENTG vs AA
+42.1%
+727.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.0% | -3.2% |
| 7D | +15.2% | +0.5% | +14.7% | +15.2% |
| 30D | -3.6% | -0.6% | -3.0% | -3.0% |
| 3M | -10.0% | -19.7% | +9.7% | -3.0% |
| 6M | +1.8% | -41.6% | +43.4% | +21.1% |
| YTD | +75.5% | -24.6% | +100.1% | +88.8% |
| 1Y | +82.4% | +4.9% | +77.5% | +75.4% |
| 3Y | +58.5% | +66.8% | -8.3% | +27.3% |
| 5Y | +0.4% | -19.4% | +19.8% | -6.0% |
| All | +769.3% | +42.1% | +727.2% | +474.4% |
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