+98.3%
ENB vs ACGL
+332.3%
-234.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | -3.7% | -1.1% | -2.6% | -3.3% |
| 30D | +1.7% | +13.1% | -11.4% | -2.7% |
| 3M | -6.3% | +9.8% | -16.1% | -9.5% |
| 6M | -9.2% | +15.3% | -24.5% | -14.0% |
| YTD | +3.1% | +12.7% | -9.6% | -2.0% |
| 1Y | +3.4% | +20.7% | -17.3% | -4.2% |
| 3Y | +68.9% | +34.3% | +34.6% | +46.7% |
| 5Y | +51.7% | +170.6% | -118.9% | -4.7% |
| 10Y | +98.3% | +330.6% | -232.2% | +26.8% |
| All | +98.3% | +332.3% | -234.0% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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