+21.8%
ENTG vs AA
+15.6%
+6.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.3% | +2.1% |
| 7D | +8.9% | -0.6% | +9.6% | +9.1% |
| 30D | -0.8% | -1.6% | +0.7% | -0.7% |
| 3M | +6.6% | -29.8% | +36.4% | +20.6% |
| 6M | +22.1% | -16.6% | +38.7% | +27.8% |
| YTD | +70.2% | -4.0% | +74.2% | +67.4% |
| 1Y | +76.7% | +63.5% | +13.2% | +40.0% |
| 3Y | +50.5% | +86.8% | -36.3% | +8.3% |
| 5Y | +21.8% | +12.4% | +9.4% | +1.7% |
| All | +21.8% | +15.6% | +6.2% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling