+19.1%
AA vs ENB
+71.0%
-52.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.8% | +2.8% |
| 7D | +1.7% | -0.5% | +2.1% | +2.1% |
| 30D | +3.3% | -0.2% | +3.5% | +3.2% |
| 3M | -29.4% | -7.5% | -21.9% | -24.7% |
| 6M | -12.8% | -4.1% | -8.7% | -11.0% |
| YTD | -2.1% | +9.8% | -11.9% | -14.4% |
| 1Y | +62.8% | +8.7% | +54.1% | +42.8% |
| 3Y | +90.5% | +79.0% | +11.5% | -13.6% |
| 5Y | +19.1% | +69.1% | -50.0% | -35.5% |
| All | +19.1% | +71.0% | -52.0% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling