+113.5%
ENB vs ACWI
+224.5%
-111.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +3.1% | +2.4% | +0.7% | +1.2% |
| 30D | +2.1% | -1.7% | +3.8% | +3.3% |
| 3M | -4.4% | -3.9% | -0.5% | -1.7% |
| 6M | -10.1% | +0.8% | -10.8% | -11.4% |
| YTD | +5.2% | +11.0% | -5.9% | -5.0% |
| 1Y | +4.2% | +13.1% | -8.8% | -7.4% |
| 3Y | +70.1% | +73.9% | -3.8% | +0.6% |
| 5Y | +59.4% | +59.0% | +0.4% | +1.6% |
| All | +113.5% | +224.5% | -111.0% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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