-12.1%
ENTG vs ACI
-41.7%
+29.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +2.3% |
| 7D | -17.1% | -2.2% | -14.9% | -17.2% |
| 30D | -23.0% | +10.3% | -33.3% | -22.6% |
| 3M | -10.2% | +7.2% | -17.4% | -9.8% |
| 6M | -17.8% | -18.0% | +0.2% | -17.4% |
| YTD | +52.4% | -22.0% | +74.4% | +52.7% |
| 1Y | +49.8% | -23.4% | +73.2% | +50.4% |
| 3Y | +42.1% | -35.8% | +78.0% | +44.9% |
| All | -12.1% | -41.7% | +29.5% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling