+65.7%
AG vs ENB
+106.5%
-40.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.0% |
| 7D | -10.0% | +1.7% | -11.6% | -10.7% |
| 30D | -10.5% | +0.7% | -11.2% | -11.0% |
| 3M | -27.3% | -5.8% | -21.5% | -25.4% |
| 6M | -43.0% | -11.3% | -31.7% | -40.2% |
| YTD | -17.9% | +3.7% | -21.6% | -20.7% |
| 1Y | +11.9% | +2.8% | +9.2% | +8.6% |
| 3Y | +201.8% | +67.7% | +134.1% | +131.1% |
| 5Y | -0.1% | +57.1% | -57.2% | -19.9% |
| All | +65.7% | +106.5% | -40.8% | +12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling