+64.7%
ENTG vs ALLE
+92.1%
-27.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.3% |
| 7D | +22.8% | +1.6% | +21.2% | +21.7% |
| 30D | -4.9% | +24.1% | -29.0% | -20.0% |
| 3M | -4.8% | +14.8% | -19.7% | -14.8% |
| 6M | +5.6% | +45.9% | -40.3% | -24.4% |
| YTD | +82.4% | +20.7% | +61.7% | +54.0% |
| 1Y | +82.9% | +14.2% | +68.7% | +63.0% |
| All | +64.7% | +92.1% | -27.3% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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