+79.0%
ENB vs AME
+55.3%
+23.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.5% | +2.8% | -3.3% | -0.7% |
| 30D | -0.2% | -6.3% | +6.1% | +0.2% |
| 3M | -7.5% | +5.4% | -12.9% | -8.0% |
| 6M | -4.1% | +7.4% | -11.6% | -4.8% |
| YTD | +9.8% | +16.2% | -6.4% | +8.1% |
| 1Y | +8.7% | +26.8% | -18.1% | +6.1% |
| 3Y | +79.0% | +57.5% | +21.5% | +64.5% |
| All | +79.0% | +55.3% | +23.7% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling