+97.6%
AGG vs ENB
+1,445.4%
-1,347.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.2% |
| 7D | -0.2% | -0.3% | +0.2% | -0.2% |
| 30D | -0.2% | -1.1% | +0.8% | -0.2% |
| 3M | -0.7% | -8.5% | +7.8% | -0.5% |
| 6M | -1.8% | -4.5% | +2.8% | -1.7% |
| YTD | -0.6% | +9.1% | -9.7% | -0.8% |
| 1Y | +0.4% | +8.0% | -7.6% | +0.2% |
| 3Y | +13.2% | +77.8% | -64.7% | +12.0% |
| 5Y | -2.0% | +69.4% | -71.3% | -3.0% |
| 10Y | +15.1% | +100.5% | -85.4% | +13.1% |
| All | +97.6% | +1,445.4% | -1,347.8% | +84.6% |
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