+6,634.2%
ENB vs AEIS
+2,098.8%
+4,535.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | 0.0% |
| 7D | -1.8% | +9.5% | -11.3% | -2.5% |
| 30D | +2.0% | -17.5% | +19.6% | +3.1% |
| 3M | -5.8% | -29.3% | +23.5% | -4.0% |
| 6M | -9.7% | -34.7% | +25.0% | -8.0% |
| YTD | +4.2% | +10.7% | -6.5% | +1.6% |
| 1Y | +3.2% | +7.4% | -4.2% | +0.8% |
| 3Y | +70.6% | +161.1% | -90.5% | +53.7% |
| 5Y | +55.1% | +150.7% | -95.6% | +39.2% |
| 10Y | +107.6% | +360.8% | -253.2% | +75.2% |
| All | +6,634.2% | +2,098.8% | +4,535.4% | +4,771.5% |
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