+98.3%
ENB vs ACM
+147.1%
-48.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.2% | -4.1% | -0.5% |
| 7D | -3.7% | +6.9% | -10.6% | -5.7% |
| 30D | +1.7% | +19.1% | -17.3% | -3.8% |
| 3M | -6.3% | -6.9% | +0.6% | -4.8% |
| 6M | -9.2% | -12.0% | +2.8% | -6.7% |
| YTD | +3.1% | -25.1% | +28.2% | +10.5% |
| 1Y | +3.4% | -45.4% | +48.8% | +23.6% |
| 3Y | +68.9% | -6.9% | +75.8% | +60.8% |
| 5Y | +51.7% | +3.7% | +48.0% | +35.9% |
| 10Y | +98.3% | +135.8% | -37.4% | +28.6% |
| All | +98.3% | +147.1% | -48.8% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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