+40,257.2%
ADI vs ENB
+11,245.8%
+29,011.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -6.3% | -2.4% | -3.9% | -5.6% |
| 30D | -3.2% | +2.5% | -5.7% | -3.8% |
| 3M | +2.8% | -5.8% | +8.5% | +4.4% |
| 6M | -5.0% | -8.5% | +3.5% | -3.1% |
| YTD | +46.3% | +3.9% | +42.4% | +43.8% |
| 1Y | +71.6% | +3.7% | +68.0% | +68.7% |
| 3Y | +139.2% | +70.1% | +69.1% | +103.1% |
| 5Y | +136.4% | +53.2% | +83.2% | +106.5% |
| 10Y | +636.2% | +100.2% | +536.0% | +484.4% |
| All | +40,257.2% | +11,245.8% | +29,011.4% | +24,037.1% |
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