+132.3%
AA vs ENB
+98.3%
+34.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.4% |
| 7D | -0.6% | -0.3% | -0.3% | -0.3% |
| 30D | -1.6% | -1.1% | -0.5% | -0.9% |
| 3M | -29.8% | -8.5% | -21.3% | -24.9% |
| 6M | -16.6% | -4.5% | -12.1% | -14.6% |
| YTD | -4.0% | +9.1% | -13.1% | -13.3% |
| 1Y | +63.5% | +8.0% | +55.6% | +48.2% |
| 3Y | +86.8% | +77.8% | +8.9% | +6.6% |
| 5Y | +12.4% | +69.4% | -57.0% | -30.0% |
| 10Y | +132.3% | +100.5% | +31.9% | +21.2% |
| All | +132.3% | +98.3% | +34.0% | +21.2% |
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