+100.5%
ENB vs ACM
+124.8%
-24.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.3% |
| 7D | -0.3% | -3.7% | +3.4% | +0.8% |
| 30D | -1.1% | -12.7% | +11.6% | +2.6% |
| 3M | -8.5% | -9.8% | +1.3% | -6.3% |
| 6M | -4.5% | -31.4% | +26.9% | +6.2% |
| YTD | +9.1% | -32.1% | +41.2% | +20.6% |
| 1Y | +8.0% | -47.8% | +55.8% | +30.1% |
| 3Y | +77.8% | -22.1% | +99.9% | +80.5% |
| 5Y | +69.4% | +1.8% | +67.6% | +52.0% |
| 10Y | +100.5% | +132.5% | -32.1% | +33.9% |
| All | +100.5% | +124.8% | -24.3% | +33.9% |
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