+142.0%
ENB vs ACI
+32.8%
+109.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | +3.1% | +2.3% | +0.9% | +2.9% |
| 30D | +2.1% | +1.2% | +0.9% | +1.9% |
| 3M | -4.4% | +6.8% | -11.2% | -5.2% |
| 6M | -10.1% | -18.7% | +8.7% | -8.5% |
| YTD | +5.2% | -20.2% | +25.4% | +7.1% |
| 1Y | +4.2% | -23.7% | +28.0% | +6.6% |
| 3Y | +70.1% | -31.6% | +101.7% | +75.4% |
| 5Y | +59.4% | -42.8% | +102.2% | +64.6% |
| All | +142.0% | +32.8% | +109.2% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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