+21.8%
ENTG vs ACI
-43.7%
+65.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.3% |
| 7D | +8.9% | -5.0% | +14.0% | +8.8% |
| 30D | -0.8% | -2.3% | +1.5% | -0.9% |
| 3M | +6.6% | -23.2% | +29.7% | +6.8% |
| 6M | +22.1% | -29.5% | +51.6% | +22.7% |
| YTD | +70.2% | -28.6% | +98.8% | +70.2% |
| 1Y | +76.7% | -34.0% | +110.7% | +78.4% |
| 3Y | +50.5% | -45.0% | +95.4% | +54.9% |
| 5Y | +21.8% | -44.0% | +65.8% | +18.6% |
| All | +21.8% | -43.7% | +65.5% | +18.6% |
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