+1,279.2%
ENTG vs AEIS
+276.8%
+1,002.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.0% | +0.2% | -1.6% |
| 7D | +15.2% | +11.5% | +3.7% | +8.8% |
| 30D | -3.6% | -15.8% | +12.1% | +6.1% |
| 3M | -10.0% | -33.3% | +23.4% | +12.4% |
| 6M | +1.8% | -35.2% | +37.0% | +31.4% |
| YTD | +75.5% | +5.0% | +70.5% | +73.3% |
| 1Y | +82.4% | +8.5% | +73.9% | +77.2% |
| 3Y | +58.5% | +152.9% | -94.4% | -0.9% |
| 5Y | +0.4% | +144.6% | -144.3% | -34.3% |
| 10Y | +759.6% | +337.1% | +422.5% | +287.3% |
| All | +1,279.2% | +276.8% | +1,002.4% | +241.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling