+3.6%
AON vs ENB
+72.2%
-68.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +1.0% | +3.1% | -2.1% | +0.3% |
| 30D | +23.2% | +2.1% | +21.1% | +22.6% |
| 3M | -5.0% | -4.4% | -0.6% | -4.2% |
| 6M | +9.3% | -10.1% | +19.4% | +11.6% |
| YTD | -3.4% | +5.2% | -8.6% | -6.1% |
| 1Y | -2.9% | +4.2% | -7.1% | -5.3% |
| 3Y | +3.6% | +70.1% | -66.4% | -8.7% |
| All | +3.6% | +72.2% | -68.5% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling