+112.4%
ENB vs AME
+442.0%
-329.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.2% |
| 7D | 0.0% | +8.1% | -8.1% | -3.5% |
| 30D | +1.4% | -3.8% | +5.1% | +2.7% |
| 3M | -5.2% | -6.6% | +1.4% | -2.8% |
| 6M | -9.9% | +4.6% | -14.5% | -12.8% |
| YTD | +4.7% | +17.9% | -13.3% | -5.1% |
| 1Y | +2.8% | +23.2% | -20.5% | -8.9% |
| 3Y | +71.3% | +62.9% | +8.4% | +26.2% |
| 5Y | +58.6% | +77.5% | -18.9% | +9.1% |
| All | +112.4% | +442.0% | -329.6% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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