+65.7%
ENTG vs AFL
+18.6%
+47.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.0% | -7.5% | -5.5% |
| 7D | -10.3% | +2.9% | -13.2% | -7.8% |
| 30D | -14.4% | +11.5% | -25.8% | -5.4% |
| 3M | -1.1% | +0.6% | -1.7% | +1.2% |
| 6M | +3.0% | +11.7% | -8.7% | +9.5% |
| YTD | +70.1% | +15.4% | +54.7% | +80.4% |
| 1Y | +65.7% | +17.6% | +48.2% | +76.8% |
| All | +65.7% | +18.6% | +47.2% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling