+16.2%
ENTG vs ACGL
+161.8%
-145.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +7.9% | +6.5% |
| 7D | +2.8% | -0.7% | +3.6% | +2.9% |
| 30D | -4.7% | -1.0% | -3.7% | -4.6% |
| 3M | -0.7% | +11.0% | -11.8% | -4.5% |
| 6M | +7.7% | -0.3% | +8.0% | +6.7% |
| YTD | +65.1% | +2.3% | +62.8% | +61.7% |
| 1Y | +74.8% | +6.4% | +68.4% | +68.1% |
| 3Y | +36.9% | +34.0% | +2.9% | +15.1% |
| All | +16.2% | +161.8% | -145.5% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling