+445.6%
AG vs ENB
+598.4%
-152.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.4% |
| 7D | +1.0% | -0.2% | +1.2% | +1.1% |
| 30D | +19.2% | -2.2% | +21.4% | +20.5% |
| 3M | +6.2% | -10.5% | +16.7% | +13.2% |
| 6M | -26.7% | -5.1% | -21.6% | -25.3% |
| YTD | +26.1% | +9.0% | +17.2% | +16.9% |
| 1Y | +131.7% | +8.2% | +123.4% | +115.4% |
| 3Y | +255.3% | +67.8% | +187.6% | +145.0% |
| 5Y | +61.9% | +69.4% | -7.4% | +12.6% |
| 10Y | +72.0% | +117.5% | -45.5% | -10.0% |
| All | +445.6% | +598.4% | -152.7% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling