+16.1%
ENTG vs AFL
+131.0%
-114.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.8% |
| 7D | +5.1% | -3.3% | +8.4% | +6.5% |
| 30D | -8.5% | -5.0% | -3.6% | -6.7% |
| 3M | +6.7% | -1.8% | +8.5% | +6.1% |
| 6M | +17.7% | +4.8% | +12.9% | +12.5% |
| YTD | +63.5% | +5.4% | +58.0% | +55.5% |
| 1Y | +73.6% | +9.0% | +64.6% | +61.3% |
| 3Y | +44.6% | +63.0% | -18.5% | +1.5% |
| 5Y | +16.1% | +134.5% | -118.4% | -39.9% |
| All | +16.1% | +131.0% | -114.8% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling