-2.3%
AKAM vs ENB
+68.4%
-70.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.5% | +5.1% |
| 7D | +5.4% | -0.3% | +5.7% | +5.5% |
| 30D | -5.9% | -1.1% | -4.8% | -5.6% |
| 3M | -19.6% | -8.5% | -11.2% | -17.4% |
| 6M | +8.5% | -4.5% | +13.0% | +9.7% |
| YTD | +26.9% | +9.1% | +17.8% | +22.2% |
| 1Y | +41.7% | +8.0% | +33.7% | +36.8% |
| 3Y | +5.8% | +77.8% | -72.0% | -15.3% |
| 5Y | -2.3% | +69.4% | -71.7% | -19.2% |
| All | -2.3% | +68.4% | -70.8% | -19.2% |
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