+1,197.2%
ENTG vs AA
-2.5%
+1,199.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.1% | +8.3% | +7.1% |
| 7D | +2.8% | -0.7% | +3.5% | +3.0% |
| 30D | -4.7% | +5.0% | -9.7% | -7.2% |
| 3M | -0.7% | -35.8% | +35.1% | +19.5% |
| 6M | +7.7% | -18.4% | +26.1% | +14.6% |
| YTD | +65.1% | -5.5% | +70.5% | +63.0% |
| 1Y | +74.8% | +61.0% | +13.8% | +34.6% |
| 3Y | +36.9% | +66.2% | -29.3% | -2.5% |
| 5Y | +16.1% | +11.4% | +4.7% | -13.2% |
| 10Y | +740.3% | +116.9% | +623.5% | +224.0% |
| All | +1,197.2% | -2.5% | +1,199.7% | +449.1% |
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 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