+11,281.5%
ENB vs AME
+18,892.6%
-7,611.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -1.8% | +1.1% | -2.9% | -2.1% |
| 30D | +2.0% | -4.1% | +6.1% | +2.8% |
| 3M | -5.8% | -6.3% | +0.5% | -4.7% |
| 6M | -9.7% | +3.5% | -13.2% | -10.9% |
| YTD | +4.2% | +17.3% | -13.1% | -0.4% |
| 1Y | +3.2% | +22.0% | -18.8% | -2.3% |
| 3Y | +70.6% | +62.0% | +8.6% | +49.0% |
| 5Y | +55.1% | +78.5% | -23.3% | +31.8% |
| 10Y | +107.6% | +441.6% | -334.0% | +40.4% |
| All | +11,281.5% | +18,892.6% | -7,611.1% | +5,816.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling