+88.5%
ENB vs AFL
+303.3%
-214.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | -4.7% | -1.6% | -3.0% | -3.9% |
| 30D | -5.9% | -4.0% | -1.8% | -4.1% |
| 3M | -14.2% | -0.5% | -13.7% | -14.2% |
| 6M | -8.6% | +6.5% | -15.1% | -11.6% |
| YTD | +3.9% | +6.2% | -2.3% | +0.3% |
| 1Y | +1.8% | +8.3% | -6.5% | -2.7% |
| 3Y | +68.5% | +62.5% | +6.0% | +28.6% |
| 5Y | +62.4% | +136.2% | -73.7% | +0.2% |
| All | +88.5% | +303.3% | -214.7% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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