+64.7%
ENTG vs AEIS
+159.1%
-94.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | +0.3% |
| 7D | +22.8% | +23.2% | -0.4% | +4.2% |
| 30D | -4.9% | -17.0% | +12.1% | +9.8% |
| 3M | -4.8% | -32.2% | +27.3% | +27.9% |
| 6M | +5.6% | -32.6% | +38.1% | +44.1% |
| YTD | +82.4% | +9.4% | +73.0% | +65.7% |
| 1Y | +82.9% | +7.7% | +75.2% | +67.9% |
| All | +64.7% | +159.1% | -94.4% | -31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling