+1,219.2%
ENTG vs AIG
-92.1%
+1,311.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.2% |
| 7D | +8.9% | -1.6% | +10.5% | +9.4% |
| 30D | -7.2% | -5.2% | -2.0% | -6.0% |
| 3M | +6.4% | +1.5% | +5.0% | +5.3% |
| 6M | +25.7% | -3.9% | +29.6% | +26.0% |
| YTD | +67.9% | -11.6% | +79.5% | +71.7% |
| 1Y | +72.4% | -2.9% | +75.3% | +71.5% |
| 3Y | +48.4% | +33.7% | +14.7% | +35.3% |
| 5Y | +20.1% | +52.7% | -32.6% | +6.0% |
| 10Y | +768.2% | +62.6% | +705.5% | +615.5% |
| All | +1,219.2% | -92.1% | +1,311.3% | +1,966.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling