+11,799.4%
ENB vs AME
+18,709.1%
-6,909.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | -0.2% | +0.6% | -0.8% | -0.4% |
| 30D | -2.2% | -6.7% | +4.5% | -0.7% |
| 3M | -10.5% | +4.1% | -14.6% | -11.6% |
| 6M | -5.1% | +1.6% | -6.6% | -5.9% |
| YTD | +9.0% | +16.1% | -7.2% | +4.6% |
| 1Y | +8.2% | +27.3% | -19.1% | +1.4% |
| 3Y | +67.8% | +50.9% | +16.9% | +49.3% |
| 5Y | +69.4% | +81.4% | -12.0% | +43.6% |
| 10Y | +117.5% | +417.0% | -299.4% | +48.8% |
| All | +11,799.4% | +18,709.1% | -6,909.7% | +6,115.4% |
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