+70.0%
ENB vs AHR
+357.7%
-287.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.4% |
| 7D | -0.3% | -4.3% | +4.0% | +0.3% |
| 30D | -1.1% | -3.1% | +2.0% | -0.7% |
| 3M | -8.5% | +15.7% | -24.1% | -10.6% |
| 6M | -4.5% | +4.1% | -8.6% | -5.5% |
| YTD | +9.1% | +15.4% | -6.3% | +6.0% |
| 1Y | +8.0% | +28.0% | -20.0% | +2.7% |
| All | +70.0% | +357.7% | -287.7% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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