+1,654.6%
ENB vs AGI
+4,206.7%
-2,552.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | +3.1% | -10.1% | +13.2% | +3.8% |
| 30D | +2.1% | -6.5% | +8.7% | +2.4% |
| 3M | -4.4% | -12.8% | +8.4% | -3.8% |
| 6M | -10.1% | -34.3% | +24.3% | -8.0% |
| YTD | +5.2% | -25.6% | +30.8% | +6.1% |
| 1Y | +4.2% | -14.2% | +18.5% | +4.1% |
| 3Y | +70.1% | +127.3% | -57.2% | +57.7% |
| 5Y | +59.4% | +241.8% | -182.4% | +42.8% |
| 10Y | +109.5% | +381.8% | -272.3% | +77.0% |
| All | +1,654.6% | +4,206.7% | -2,552.1% | +1,127.6% |
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