+70.6%
ENB vs AEIS
+233.3%
-162.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.6% |
| 7D | -0.3% | +6.5% | -6.8% | -0.8% |
| 30D | -1.1% | -9.2% | +8.1% | -0.5% |
| 3M | -8.5% | -8.3% | -0.1% | -8.6% |
| 6M | -4.5% | -6.3% | +1.8% | -5.4% |
| YTD | +9.1% | +36.5% | -27.4% | +3.3% |
| 1Y | +8.0% | +84.8% | -76.8% | -2.0% |
| 3Y | +77.8% | +176.6% | -98.8% | +48.4% |
| All | +70.6% | +233.3% | -162.7% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 5y: compounded portfolio wealth divided by compounded AEIS 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…
5y analysis · Full analysis span regression · 6 months rolling