+222.7%
AA vs ENB
+11,281.5%
-11,058.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.3% | +2.5% |
| 7D | +1.1% | -1.8% | +2.9% | +2.1% |
| 30D | -1.3% | +2.0% | -3.3% | -2.4% |
| 3M | -23.9% | -5.8% | -18.1% | -21.6% |
| 6M | -36.8% | -9.7% | -27.1% | -33.7% |
| YTD | -22.2% | +4.2% | -26.4% | -25.0% |
| 1Y | +10.4% | +3.2% | +7.1% | +6.9% |
| 3Y | +72.0% | +70.6% | +1.4% | +26.5% |
| 5Y | -15.6% | +55.1% | -70.8% | -32.6% |
| 10Y | +47.8% | +107.6% | -59.8% | +3.7% |
| All | +222.7% | +11,281.5% | -11,058.8% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling