+115.3%
ADI vs ENB
+76.5%
+38.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +2.6% | -0.3% | +2.9% | +2.7% |
| 30D | -4.6% | -1.1% | -3.6% | -4.5% |
| 3M | -9.5% | -8.5% | -1.0% | -8.0% |
| 6M | +14.8% | -4.5% | +19.4% | +15.1% |
| YTD | +35.8% | +9.1% | +26.7% | +30.9% |
| 1Y | +48.9% | +8.0% | +41.0% | +44.0% |
| All | +115.3% | +76.5% | +38.9% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling