+782.9%
ENTG vs AEIS
+562.2%
+220.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.8% | -1.3% |
| 7D | +1.2% | +2.3% | -1.1% | -0.5% |
| 30D | -12.9% | -14.8% | +2.0% | -2.8% |
| 3M | -3.1% | -15.6% | +12.5% | +10.3% |
| 6M | +21.0% | -8.7% | +29.7% | +28.4% |
| YTD | +67.0% | +37.3% | +29.7% | +33.2% |
| 1Y | +68.6% | +80.3% | -11.7% | +10.4% |
| 3Y | +48.6% | +177.9% | -129.3% | -28.7% |
| 5Y | +18.6% | +235.8% | -217.2% | -48.7% |
| All | +782.9% | +562.2% | +220.7% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling