+56.3%
ENTG vs AA
+67.3%
-11.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.8% | +3.7% | +6.8% |
| 7D | -7.6% | +4.8% | -12.4% | -9.3% |
| 30D | -15.5% | -0.6% | -14.8% | -14.9% |
| 3M | -7.8% | -16.3% | +8.4% | -0.9% |
| 6M | -5.9% | -33.4% | +27.5% | +11.1% |
| YTD | +66.7% | -20.7% | +87.4% | +76.4% |
| 1Y | +62.1% | +12.9% | +49.2% | +43.8% |
| 3Y | +56.3% | +75.7% | -19.5% | +6.1% |
| All | +56.3% | +67.3% | -11.1% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling