+69.1%
ENB vs ACI
-44.9%
+114.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.0% | +1.2% |
| 7D | -0.5% | -2.6% | +2.1% | -0.2% |
| 30D | -0.2% | +1.1% | -1.3% | -0.4% |
| 3M | -7.5% | -23.6% | +16.1% | -4.6% |
| 6M | -4.1% | -29.9% | +25.8% | 0.0% |
| YTD | +9.8% | -26.9% | +36.7% | +13.6% |
| 1Y | +8.7% | -34.2% | +42.9% | +14.1% |
| 3Y | +79.0% | -43.6% | +122.6% | +91.4% |
| 5Y | +69.1% | -42.4% | +111.5% | +77.7% |
| All | +69.1% | -44.9% | +114.0% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling