-18.3%
AON vs ENB
+2.1%
-20.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.7% |
| 7D | -6.3% | -4.7% | -1.7% | -6.4% |
| 30D | -14.1% | -5.9% | -8.2% | -14.1% |
| 3M | -9.5% | -14.2% | +4.8% | -9.3% |
| 6M | -4.0% | -8.6% | +4.6% | -3.5% |
| YTD | -13.8% | +3.9% | -17.7% | -14.6% |
| 1Y | -18.3% | +1.8% | -20.1% | -18.9% |
| All | -18.3% | +2.1% | -20.4% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling