+7,226.2%
ENB vs ACGL
+4,853.1%
+2,373.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.4% | -1.9% |
| 7D | -5.2% | +0.9% | -6.1% | -5.4% |
| 30D | +2.2% | +13.7% | -11.5% | -0.4% |
| 3M | -8.1% | +8.0% | -16.1% | -9.5% |
| 6M | -11.2% | +13.3% | -24.5% | -13.5% |
| YTD | +2.0% | +11.8% | -9.8% | -0.6% |
| 1Y | +4.1% | +22.2% | -18.2% | -0.4% |
| 3Y | +64.7% | +32.5% | +32.3% | +53.6% |
| 5Y | +46.6% | +160.2% | -113.6% | +18.2% |
| 10Y | +102.7% | +338.5% | -235.8% | +48.0% |
| All | +7,226.2% | +4,853.1% | +2,373.2% | +4,347.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling