+11,813.6%
ENB vs AFL
+18,474.8%
-6,661.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -0.3% | -2.1% | +1.8% | +0.1% |
| 30D | -1.1% | -5.4% | +4.4% | +0.1% |
| 3M | -8.5% | -0.3% | -8.2% | -8.5% |
| 6M | -4.5% | +5.2% | -9.8% | -5.6% |
| YTD | +9.1% | +5.7% | +3.4% | +7.6% |
| 1Y | +8.0% | +10.2% | -2.3% | +5.5% |
| 3Y | +77.8% | +63.4% | +14.4% | +59.3% |
| 5Y | +69.4% | +133.0% | -63.6% | +40.7% |
| 10Y | +100.5% | +299.5% | -199.1% | +49.2% |
| All | +11,813.6% | +18,474.8% | -6,661.2% | +6,103.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling