+1,210.4%
ENTG vs AA
-18.2%
+1,228.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.8% | +3.7% | +6.9% |
| 7D | -7.6% | +4.8% | -12.4% | -9.3% |
| 30D | -15.5% | -0.6% | -14.8% | -14.8% |
| 3M | -7.8% | -16.3% | +8.4% | -0.7% |
| 6M | -5.9% | -33.4% | +27.5% | +11.3% |
| YTD | +66.7% | -20.7% | +87.4% | +78.3% |
| 1Y | +62.1% | +12.9% | +49.2% | +47.3% |
| 3Y | +56.3% | +75.7% | -19.5% | +10.1% |
| 5Y | -3.8% | -6.8% | +3.0% | -20.3% |
| 10Y | +770.1% | +53.6% | +716.4% | +303.0% |
| All | +1,210.4% | -18.2% | +1,228.6% | +500.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling