+4.3%
ENTG vs AEIS
+145.4%
-141.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | +0.4% |
| 7D | +22.8% | +23.2% | -0.4% | +3.2% |
| 30D | -4.9% | -17.0% | +12.1% | +10.5% |
| 3M | -4.8% | -32.2% | +27.3% | +29.8% |
| 6M | +5.6% | -32.6% | +38.1% | +46.1% |
| YTD | +82.4% | +9.4% | +73.0% | +61.3% |
| 1Y | +82.9% | +7.7% | +75.2% | +63.6% |
| 3Y | +62.1% | +157.9% | -95.8% | -38.4% |
| 5Y | +4.3% | +154.8% | -150.5% | -61.5% |
| All | +4.3% | +145.4% | -141.1% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling