+615.3%
ENB vs ACM
+230.8%
+384.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -0.2% | -3.7% | +3.5% | +0.9% |
| 30D | -2.2% | -11.1% | +8.9% | +0.6% |
| 3M | -10.5% | -8.0% | -2.5% | -9.1% |
| 6M | -5.1% | -29.7% | +24.6% | +3.8% |
| YTD | +9.0% | -29.4% | +38.3% | +18.1% |
| 1Y | +8.2% | -46.4% | +54.6% | +26.8% |
| 3Y | +67.8% | -22.3% | +90.1% | +72.5% |
| 5Y | +69.4% | +4.5% | +64.9% | +56.8% |
| 10Y | +117.5% | +127.6% | -10.1% | +52.3% |
| All | +615.3% | +230.8% | +384.5% | +299.1% |
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