+64.7%
ENB vs ACM
-12.3%
+77.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -2.5% |
| 7D | -5.2% | +5.4% | -10.6% | -5.5% |
| 30D | +2.2% | +15.1% | -12.9% | +1.4% |
| 3M | -8.1% | -10.5% | +2.4% | -7.6% |
| 6M | -11.2% | -19.7% | +8.5% | -10.1% |
| YTD | +2.0% | -28.8% | +30.8% | +3.8% |
| 1Y | +4.1% | -47.9% | +51.9% | +10.3% |
| 3Y | +64.7% | -12.4% | +77.1% | +59.4% |
| All | +64.7% | -12.3% | +77.0% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling