+88.5%
ENB vs AGI
+392.3%
-303.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.0% |
| 7D | -4.7% | -2.7% | -1.9% | -4.5% |
| 30D | -5.9% | +7.2% | -13.1% | -6.4% |
| 3M | -14.2% | +4.3% | -18.5% | -14.7% |
| 6M | -8.6% | -27.1% | +18.5% | -7.0% |
| YTD | +3.9% | -6.6% | +10.5% | +3.5% |
| 1Y | +1.8% | +9.5% | -7.7% | 0.0% |
| 3Y | +68.5% | +208.4% | -140.0% | +52.8% |
| 5Y | +62.4% | +401.6% | -339.2% | +42.5% |
| All | +88.5% | +392.3% | -303.8% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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