+782.9%
ENTG vs AFL
+303.3%
+479.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.8% |
| 7D | +1.2% | -1.6% | +2.8% | +1.9% |
| 30D | -12.9% | -4.0% | -8.8% | -11.3% |
| 3M | -3.1% | -0.5% | -2.6% | -4.0% |
| 6M | +21.0% | +6.5% | +14.5% | +15.2% |
| YTD | +67.0% | +6.2% | +60.8% | +59.0% |
| 1Y | +68.6% | +8.3% | +60.3% | +58.3% |
| 3Y | +48.6% | +62.5% | -13.9% | +10.5% |
| 5Y | +18.6% | +136.2% | -117.5% | -28.0% |
| All | +782.9% | +303.3% | +479.7% | +294.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling