+150.7%
ENB vs ACI
+25.9%
+124.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | -2.2% | +5.9% | -8.1% | -2.8% |
| 3M | -10.5% | -19.8% | +9.3% | -8.8% |
| 6M | -5.1% | -24.7% | +19.7% | -2.6% |
| YTD | +9.0% | -24.4% | +33.3% | +11.6% |
| 1Y | +8.2% | -31.5% | +39.7% | +12.0% |
| 3Y | +67.8% | -38.7% | +106.4% | +75.1% |
| 5Y | +69.4% | -42.8% | +112.2% | +75.5% |
| All | +150.7% | +25.9% | +124.8% | +147.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling