+96.5%
ENB vs ACWI
+226.0%
-129.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +1.2% |
| 7D | -0.5% | +1.1% | -1.5% | -1.3% |
| 30D | -0.2% | -0.2% | 0.0% | -0.1% |
| 3M | -7.5% | +4.7% | -12.2% | -11.3% |
| 6M | -4.1% | +14.5% | -18.6% | -15.0% |
| YTD | +9.8% | +14.6% | -4.8% | -3.1% |
| 1Y | +8.7% | +21.4% | -12.7% | -8.9% |
| 3Y | +79.0% | +77.6% | +1.4% | +4.3% |
| 5Y | +69.1% | +68.1% | +1.0% | +2.5% |
| 10Y | +96.5% | +226.1% | -129.6% | -44.4% |
| All | +96.5% | +226.0% | -129.5% | -44.4% |
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