+708.1%
ENTG vs ACGL
+329.3%
+378.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -9.3% | +1.3% | -10.5% | -9.8% |
| 30D | -16.4% | +14.2% | -30.6% | -20.8% |
| 3M | -3.8% | +11.1% | -14.9% | -8.4% |
| 6M | -6.9% | +16.4% | -23.3% | -14.5% |
| YTD | +65.0% | +13.8% | +51.2% | +51.9% |
| 1Y | +61.7% | +21.6% | +40.1% | +44.3% |
| 3Y | +46.6% | +33.5% | +13.1% | +20.4% |
| 5Y | -2.7% | +174.8% | -177.5% | -46.8% |
| All | +708.1% | +329.3% | +378.7% | +248.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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