+59.3%
ENB vs AME
+77.7%
-18.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +3.1% | +5.9% | -2.8% | +1.9% |
| 30D | +2.1% | -1.9% | +4.0% | +2.4% |
| 3M | -4.4% | -5.4% | +0.9% | -3.5% |
| 6M | -10.1% | +4.9% | -15.0% | -11.5% |
| YTD | +5.2% | +18.5% | -13.3% | 0.0% |
| 1Y | +4.2% | +25.5% | -21.2% | -2.4% |
| 3Y | +70.1% | +63.0% | +7.1% | +41.8% |
| All | +59.3% | +77.7% | -18.4% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling