+1,731.8%
ENB vs AGI
+5,381.0%
-3,649.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.9% |
| 7D | -0.5% | +4.4% | -4.9% | -0.8% |
| 30D | -0.2% | +10.0% | -10.2% | -0.9% |
| 3M | -7.5% | +1.7% | -9.3% | -7.9% |
| 6M | -4.1% | -26.8% | +22.7% | -2.7% |
| YTD | +9.8% | -5.3% | +15.1% | +9.2% |
| 1Y | +8.7% | +11.5% | -2.8% | +6.7% |
| 3Y | +79.0% | +212.9% | -133.9% | +62.7% |
| 5Y | +69.1% | +388.8% | -319.7% | +48.3% |
| 10Y | +96.5% | +383.6% | -287.1% | +65.9% |
| All | +1,731.8% | +5,381.0% | -3,649.2% | +1,163.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling