+42.1%
ENTG vs ACGL
+31.5%
+10.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.6% | +1.9% |
| 7D | -17.1% | +0.9% | -18.0% | -16.9% |
| 30D | -23.0% | +13.7% | -36.7% | -20.8% |
| 3M | -10.2% | +8.0% | -18.3% | -8.3% |
| 6M | -17.8% | +13.3% | -31.0% | -15.5% |
| YTD | +52.4% | +11.8% | +40.5% | +56.3% |
| 1Y | +49.8% | +22.2% | +27.5% | +52.0% |
| 3Y | +42.1% | +32.5% | +9.7% | +56.4% |
| All | +42.1% | +31.5% | +10.6% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling