+21.8%
ENTG vs AEE
+39.2%
-17.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +8.9% | +1.1% | +7.9% | +8.7% |
| 30D | -0.8% | 0.0% | -0.8% | -0.8% |
| 3M | +6.6% | -0.9% | +7.5% | +6.0% |
| 6M | +22.1% | -2.4% | +24.5% | +21.7% |
| YTD | +70.2% | +8.6% | +61.5% | +64.8% |
| 1Y | +76.7% | +10.2% | +66.6% | +70.2% |
| 3Y | +50.5% | +47.8% | +2.6% | +32.1% |
| 5Y | +21.8% | +40.1% | -18.3% | +8.8% |
| All | +21.8% | +39.2% | -17.3% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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