+158.8%
ENB vs AMCR
+102.7%
+56.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.2% |
| 7D | -0.5% | -1.8% | +1.4% | 0.0% |
| 30D | -0.2% | -6.0% | +5.8% | +1.3% |
| 3M | -7.5% | +18.9% | -26.4% | -11.9% |
| 6M | -4.1% | +5.7% | -9.8% | -6.3% |
| YTD | +9.8% | +11.1% | -1.3% | +5.4% |
| 1Y | +8.7% | +14.4% | -5.7% | +3.3% |
| 3Y | +79.0% | +13.0% | +66.0% | +68.1% |
| 5Y | +69.1% | -7.5% | +76.6% | +67.1% |
| 10Y | +96.5% | +20.1% | +76.4% | +71.1% |
| All | +158.8% | +102.7% | +56.1% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling