+58.5%
ENTG vs AIG
+39.5%
+19.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.4% | -4.1% | -3.9% |
| 7D | +15.2% | +6.6% | +8.6% | +13.3% |
| 30D | -3.6% | +7.0% | -10.7% | -5.9% |
| 3M | -10.0% | +9.7% | -19.7% | -12.9% |
| 6M | +1.8% | +10.8% | -9.0% | -3.2% |
| YTD | +75.5% | -1.3% | +76.8% | +76.4% |
| 1Y | +82.4% | +8.4% | +74.0% | +72.5% |
| 3Y | +58.5% | +39.0% | +19.5% | +43.7% |
| All | +58.5% | +39.5% | +19.0% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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