+151.4%
ACN vs ENB
+102.5%
+48.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -4.0% | -1.8% | -2.2% | -3.3% |
| 30D | +19.0% | +2.0% | +17.0% | +17.9% |
| 3M | +42.2% | -5.8% | +48.0% | +45.3% |
| 6M | +50.1% | -9.7% | +59.8% | +55.5% |
| YTD | -2.7% | +4.2% | -6.9% | -5.9% |
| 1Y | +7.6% | +3.2% | +4.4% | +4.5% |
| 3Y | -15.9% | +70.6% | -86.5% | -35.8% |
| 5Y | -24.4% | +55.1% | -79.5% | -40.0% |
| 10Y | +151.4% | +107.6% | +43.8% | +62.5% |
| All | +151.4% | +102.5% | +48.9% | +62.5% |
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 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