+569.6%
ENB vs ACM
+233.3%
+336.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -2.5% |
| 7D | -5.2% | +5.4% | -10.6% | -6.7% |
| 30D | +2.2% | +15.1% | -12.9% | -2.0% |
| 3M | -8.1% | -10.5% | +2.4% | -5.7% |
| 6M | -11.2% | -19.7% | +8.5% | -6.6% |
| YTD | +2.0% | -28.8% | +30.8% | +10.1% |
| 1Y | +4.1% | -47.9% | +51.9% | +22.9% |
| 3Y | +64.7% | -12.4% | +77.1% | +62.9% |
| 5Y | +46.6% | +0.6% | +46.0% | +37.4% |
| 10Y | +102.7% | +161.3% | -58.6% | +36.4% |
| All | +569.6% | +233.3% | +336.2% | +272.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling