+141.2%
ADI vs ENB
+71.0%
+70.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +2.4% | -0.5% | +2.9% | +2.6% |
| 30D | -6.6% | -0.2% | -6.4% | -6.6% |
| 3M | -9.8% | -7.5% | -2.3% | -7.4% |
| 6M | +15.7% | -4.1% | +19.8% | +16.6% |
| YTD | +35.1% | +9.8% | +25.3% | +27.8% |
| 1Y | +47.7% | +8.7% | +39.0% | +40.2% |
| 3Y | +114.5% | +79.0% | +35.5% | +54.4% |
| 5Y | +141.2% | +69.1% | +72.2% | +84.3% |
| All | +141.2% | +71.0% | +70.2% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling