+48.6%
ENTG vs AFL
+63.5%
-14.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | +1.2% | -1.6% | +2.8% | +1.3% |
| 30D | -12.9% | -4.0% | -8.8% | -12.5% |
| 3M | -3.1% | -0.5% | -2.6% | -3.9% |
| 6M | +21.0% | +6.5% | +14.5% | +17.1% |
| YTD | +67.0% | +6.2% | +60.8% | +61.6% |
| 1Y | +68.6% | +8.3% | +60.3% | +61.8% |
| 3Y | +48.6% | +62.5% | -13.9% | +31.8% |
| All | +48.6% | +63.5% | -14.9% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling