+6,940.6%
ENB vs AEIS
+2,566.8%
+4,373.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.0% |
| 7D | -0.2% | +3.0% | -3.2% | -0.4% |
| 30D | -2.2% | -14.6% | +12.4% | -1.2% |
| 3M | -10.5% | -12.4% | +1.9% | -10.3% |
| 6M | -5.1% | -15.0% | +9.9% | -4.9% |
| YTD | +9.0% | +34.3% | -25.3% | +5.3% |
| 1Y | +8.2% | +87.4% | -79.2% | +1.7% |
| 3Y | +67.8% | +139.8% | -72.0% | +52.8% |
| 5Y | +69.4% | +220.7% | -151.4% | +49.9% |
| 10Y | +117.5% | +531.6% | -414.1% | +80.8% |
| All | +6,940.6% | +2,566.8% | +4,373.8% | +4,947.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling