+291.9%
AA vs ENB
+11,799.4%
-11,507.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.3% | -1.7% |
| 7D | -0.7% | -0.2% | -0.5% | -0.6% |
| 30D | +5.0% | -2.2% | +7.2% | +6.1% |
| 3M | -35.8% | -10.5% | -25.3% | -32.2% |
| 6M | -18.4% | -5.1% | -13.3% | -16.8% |
| YTD | -5.5% | +9.0% | -14.4% | -11.0% |
| 1Y | +61.0% | +8.2% | +52.7% | +51.8% |
| 3Y | +66.2% | +67.8% | -1.5% | +23.5% |
| 5Y | +11.4% | +69.4% | -58.0% | -15.0% |
| 10Y | +116.9% | +117.5% | -0.6% | +48.1% |
| All | +291.9% | +11,799.4% | -11,507.5% | +59.4% |
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