+41.6%
AA vs ENB
+109.5%
-67.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.2% |
| 7D | +0.5% | +3.1% | -2.6% | -2.1% |
| 30D | -0.6% | +2.1% | -2.7% | -2.6% |
| 3M | -19.7% | -4.4% | -15.2% | -17.0% |
| 6M | -41.6% | -10.1% | -31.5% | -36.8% |
| YTD | -24.6% | +5.2% | -29.8% | -30.1% |
| 1Y | +4.9% | +4.2% | +0.6% | -2.1% |
| 3Y | +66.8% | +70.1% | -3.3% | -2.2% |
| 5Y | -19.4% | +59.4% | -78.8% | -47.6% |
| All | +41.6% | +109.5% | -67.9% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling