+721.8%
ENTG vs ACGL
+337.7%
+384.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.6% | +3.7% |
| 7D | -17.1% | +0.9% | -18.0% | -17.5% |
| 30D | -23.0% | +13.7% | -36.7% | -27.1% |
| 3M | -10.2% | +8.0% | -18.3% | -13.6% |
| 6M | -17.8% | +13.3% | -31.0% | -23.7% |
| YTD | +52.4% | +11.8% | +40.5% | +41.1% |
| 1Y | +49.8% | +22.2% | +27.5% | +33.1% |
| 3Y | +42.1% | +32.5% | +9.7% | +16.8% |
| 5Y | -10.2% | +160.2% | -170.4% | -49.7% |
| All | +721.8% | +337.7% | +384.2% | +220.5% |
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