+42.8%
ENTG vs ACI
-33.9%
+76.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +1.7% |
| 7D | -17.1% | -2.2% | -14.9% | -17.5% |
| 30D | -23.0% | +10.3% | -33.3% | -20.9% |
| 3M | -10.2% | +7.2% | -17.4% | -8.0% |
| 6M | -17.8% | -18.0% | +0.2% | -18.8% |
| YTD | +52.4% | -22.0% | +74.4% | +49.3% |
| 1Y | +49.8% | -23.4% | +73.2% | +46.8% |
| All | +42.8% | -33.9% | +76.7% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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