+64.0%
ENB vs AFL
+131.0%
-67.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.8% |
| 7D | -4.6% | -3.3% | -1.3% | -3.4% |
| 30D | -5.2% | -5.0% | -0.2% | -3.5% |
| 3M | -13.4% | -1.8% | -11.6% | -12.9% |
| 6M | -7.8% | +4.8% | -12.7% | -9.6% |
| YTD | +4.9% | +5.4% | -0.5% | +2.5% |
| 1Y | +3.2% | +9.0% | -5.7% | -0.5% |
| 3Y | +71.0% | +63.0% | +7.9% | +36.7% |
| 5Y | +64.0% | +134.5% | -70.5% | +8.1% |
| All | +64.0% | +131.0% | -67.0% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling