+230.3%
AG vs ENB
+70.1%
+160.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.6% | -6.3% |
| 7D | +6.0% | -2.4% | +8.4% | +7.4% |
| 30D | -13.5% | +2.5% | -16.0% | -15.1% |
| 3M | -20.7% | -5.8% | -14.9% | -18.2% |
| 6M | -31.5% | -8.5% | -23.0% | -29.2% |
| YTD | -10.1% | +3.9% | -14.0% | -18.0% |
| 1Y | +26.0% | +3.7% | +22.3% | +15.1% |
| All | +230.3% | +70.1% | +160.3% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling