+16.2%
ENTG vs ALLE
+13.7%
+2.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.1% | +5.2% |
| 7D | +2.8% | -0.2% | +3.1% | +3.1% |
| 30D | -4.7% | -6.8% | +2.1% | +1.8% |
| 3M | -0.7% | +21.0% | -21.8% | -18.3% |
| 6M | +7.7% | +1.1% | +6.6% | +5.7% |
| YTD | +65.1% | -0.5% | +65.6% | +62.7% |
| 1Y | +74.8% | -7.3% | +82.0% | +84.4% |
| 3Y | +36.9% | +42.3% | -5.4% | -6.3% |
| All | +16.2% | +13.7% | +2.5% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling