+61.6%
AG vs ENB
+92.6%
-30.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -2.0% | -2.5% |
| 7D | -6.7% | -4.7% | -2.1% | -4.5% |
| 30D | +2.2% | -5.9% | +8.0% | +5.0% |
| 3M | +15.7% | -14.2% | +29.9% | +24.1% |
| 6M | -23.8% | -8.6% | -15.2% | -21.2% |
| YTD | +17.6% | +3.9% | +13.7% | +13.8% |
| 1Y | +88.6% | +1.8% | +86.8% | +84.1% |
| 3Y | +253.4% | +68.5% | +184.9% | +169.0% |
| 5Y | +62.4% | +62.4% | 0.0% | +28.6% |
| All | +61.6% | +92.6% | -30.9% | +29.9% |
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