+1,283.5%
ENTG vs ALLE
+260.9%
+1,022.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.1% | +5.4% |
| 7D | +2.8% | -0.2% | +3.1% | +3.1% |
| 30D | -4.7% | -6.8% | +2.1% | +0.4% |
| 3M | -0.7% | +21.0% | -21.8% | -14.5% |
| 6M | +7.7% | +1.1% | +6.6% | +6.2% |
| YTD | +65.1% | -0.5% | +65.6% | +63.7% |
| 1Y | +74.8% | -7.3% | +82.0% | +82.5% |
| 3Y | +36.9% | +42.3% | -5.4% | +5.9% |
| 5Y | +16.1% | +13.5% | +2.6% | +3.5% |
| 10Y | +740.3% | +144.0% | +596.3% | +368.5% |
| All | +1,283.5% | +260.9% | +1,022.6% | +550.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling