+147.6%
ENTG vs ACI
+25.9%
+121.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.2% |
| 7D | +2.8% | +0.2% | +2.7% | +2.8% |
| 30D | -4.7% | +5.9% | -10.6% | -4.7% |
| 3M | -0.7% | -19.8% | +19.0% | -0.3% |
| 6M | +7.7% | -24.7% | +32.5% | +8.3% |
| YTD | +65.1% | -24.4% | +89.5% | +65.6% |
| 1Y | +74.8% | -31.5% | +106.3% | +77.0% |
| 3Y | +36.9% | -38.7% | +75.6% | +39.4% |
| 5Y | +16.1% | -42.8% | +58.9% | +16.8% |
| All | +147.6% | +25.9% | +121.7% | +124.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling