+214.4%
AA vs ENB
+11,245.9%
-11,031.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.8% |
| 7D | +1.2% | -2.4% | +3.7% | +2.5% |
| 30D | -5.0% | +2.5% | -7.5% | -6.4% |
| 3M | -22.2% | -5.8% | -16.4% | -19.9% |
| 6M | -36.3% | -8.5% | -27.8% | -33.6% |
| YTD | -24.2% | +3.9% | -28.1% | -26.8% |
| 1Y | +3.9% | +3.7% | +0.2% | +0.3% |
| 3Y | +67.6% | +70.1% | -2.5% | +23.5% |
| 5Y | -8.8% | +53.2% | -62.0% | -26.7% |
| 10Y | +45.0% | +100.2% | -55.2% | +3.2% |
| All | +214.4% | +11,245.9% | -11,031.5% | +31.1% |
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