+88.5%
ENB vs AME
+445.1%
-356.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.2% | -2.4% |
| 7D | -4.7% | +1.7% | -6.4% | -5.4% |
| 30D | -5.9% | -6.4% | +0.6% | -3.1% |
| 3M | -14.2% | +7.1% | -21.3% | -17.4% |
| 6M | -8.6% | +8.2% | -16.8% | -12.8% |
| YTD | +3.9% | +18.2% | -14.3% | -5.4% |
| 1Y | +1.8% | +26.7% | -24.9% | -10.8% |
| 3Y | +68.5% | +60.7% | +7.8% | +25.9% |
| 5Y | +62.4% | +91.6% | -29.1% | +7.3% |
| All | +88.5% | +445.1% | -356.5% | -19.9% |
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