+9.0%
AG vs ENB
+53.3%
-44.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.6% | -6.4% |
| 7D | +6.0% | -2.4% | +8.4% | +7.9% |
| 30D | -13.5% | +2.5% | -16.0% | -15.5% |
| 3M | -20.7% | -5.8% | -14.9% | -17.6% |
| 6M | -31.5% | -8.5% | -23.0% | -28.2% |
| YTD | -10.1% | +3.9% | -14.0% | -16.8% |
| 1Y | +26.0% | +3.7% | +22.3% | +16.8% |
| 3Y | +228.9% | +70.1% | +158.8% | +89.8% |
| All | +9.0% | +53.3% | -44.4% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling