+1,697.2%
ACN vs ENB
+2,245.9%
-548.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.5% | -3.0% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | +9.4% | -2.2% | +11.6% | +10.2% |
| 3M | +5.6% | -10.5% | +16.2% | +9.9% |
| 6M | -9.3% | -5.1% | -4.2% | -8.0% |
| YTD | -29.0% | +9.0% | -37.9% | -32.0% |
| 1Y | -24.7% | +8.2% | -32.9% | -27.7% |
| 3Y | -39.8% | +67.8% | -107.6% | -52.0% |
| 5Y | -40.9% | +69.4% | -110.3% | -53.2% |
| 10Y | +91.1% | +117.5% | -26.4% | +31.6% |
| All | +1,697.2% | +2,245.9% | -548.7% | +415.3% |
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