+88.5%
ENB vs AIG
+66.2%
+22.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -4.7% | -1.2% | -3.5% | -4.3% |
| 30D | -5.9% | -1.1% | -4.8% | -5.5% |
| 3M | -14.2% | +0.7% | -14.9% | -14.7% |
| 6M | -8.6% | -2.2% | -6.4% | -8.3% |
| YTD | +3.9% | -10.8% | +14.7% | +7.5% |
| 1Y | +1.8% | -2.0% | +3.8% | +1.2% |
| 3Y | +68.5% | +34.8% | +33.7% | +45.3% |
| 5Y | +62.4% | +55.0% | +7.4% | +29.0% |
| All | +88.5% | +66.2% | +22.4% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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