+14.1%
AGG vs ENB
+92.6%
-78.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -1.1% | -4.7% | +3.6% | -0.9% |
| 30D | -1.1% | -5.9% | +4.7% | -0.9% |
| 3M | -1.9% | -14.2% | +12.3% | -1.3% |
| 6M | -1.7% | -8.6% | +6.9% | -1.4% |
| YTD | -1.3% | +3.9% | -5.2% | -1.5% |
| 1Y | -0.7% | +1.8% | -2.5% | -0.9% |
| 3Y | +12.5% | +68.5% | -56.0% | +9.8% |
| 5Y | -2.5% | +62.4% | -64.9% | -4.7% |
| All | +14.1% | +92.6% | -78.4% | +9.6% |
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 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