+72.8%
AG vs ENB
+68.4%
+4.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.7% | +2.6% |
| 7D | -0.1% | -0.3% | +0.2% | +0.1% |
| 30D | +12.5% | -1.1% | +13.5% | +12.8% |
| 3M | +28.2% | -8.5% | +36.6% | +36.0% |
| 6M | -18.8% | -4.5% | -14.3% | -17.7% |
| YTD | +27.4% | +9.1% | +18.3% | +13.9% |
| 1Y | +132.2% | +8.0% | +124.2% | +109.0% |
| 3Y | +286.9% | +77.8% | +209.0% | +114.8% |
| 5Y | +72.8% | +69.4% | +3.4% | +2.2% |
| All | +72.8% | +68.4% | +4.3% | +2.2% |
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