+3,119.1%
AEM vs ENB
+11,329.0%
-8,209.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.2% |
| 7D | -5.6% | 0.0% | -5.6% | -5.7% |
| 30D | -3.9% | +1.4% | -5.2% | -4.4% |
| 3M | -3.4% | -5.2% | +1.7% | -2.1% |
| 6M | -9.0% | -9.9% | +0.9% | -6.7% |
| YTD | +5.9% | +4.7% | +1.3% | +3.6% |
| 1Y | +4.0% | +2.8% | +1.2% | +2.3% |
| 3Y | +298.8% | +71.3% | +227.5% | +237.2% |
| 5Y | +250.7% | +58.6% | +192.1% | +203.6% |
| 10Y | +405.9% | +108.5% | +297.5% | +285.2% |
| All | +3,119.1% | +11,329.0% | -8,209.9% | +1,523.4% |
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