-8.8%
ENB vs AAOX
-93.2%
+84.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -10.8% | +11.3% | +0.5% |
| 7D | +3.1% | -3.4% | +6.5% | +3.1% |
| 30D | +2.1% | -72.8% | +75.0% | +2.3% |
| 3M | -4.4% | -90.7% | +86.3% | -4.0% |
| 6M | -10.1% | -98.2% | +88.1% | -8.3% |
| All | -8.8% | -93.2% | +84.4% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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