+197.7%
AON vs ENB
+92.6%
+105.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.3% |
| 7D | -6.3% | -4.7% | -1.7% | -4.8% |
| 30D | -14.1% | -5.9% | -8.2% | -12.4% |
| 3M | -9.5% | -14.2% | +4.8% | -4.7% |
| 6M | -4.0% | -8.6% | +4.6% | -1.5% |
| YTD | -13.8% | +3.9% | -17.7% | -15.7% |
| 1Y | -18.3% | +1.8% | -20.1% | -19.5% |
| 3Y | -7.2% | +68.5% | -75.7% | -24.5% |
| 5Y | +7.3% | +62.4% | -55.1% | -12.1% |
| All | +197.7% | +92.6% | +105.1% | +120.8% |
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