+88.5%
ACN vs ENB
+98.3%
-9.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.5% |
| 7D | -6.3% | -0.3% | -6.0% | -6.2% |
| 30D | -1.4% | -1.1% | -0.3% | -1.1% |
| 3M | +2.6% | -8.5% | +11.0% | +6.0% |
| 6M | -14.3% | -4.5% | -9.8% | -13.2% |
| YTD | -33.1% | +9.1% | -42.2% | -36.3% |
| 1Y | -28.8% | +8.0% | -36.8% | -32.0% |
| 3Y | -43.0% | +77.8% | -120.8% | -57.1% |
| 5Y | -44.0% | +69.4% | -113.4% | -57.1% |
| 10Y | +88.5% | +100.5% | -11.9% | +23.5% |
| All | +88.5% | +98.3% | -9.8% | +23.5% |
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