+98.3%
ENB vs AR
+48.7%
+49.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -3.7% | -10.5% | +6.9% | -2.3% |
| 30D | +1.7% | +1.3% | +0.4% | +1.5% |
| 3M | -6.3% | +4.8% | -11.0% | -7.1% |
| 6M | -9.2% | +1.2% | -10.4% | -9.6% |
| YTD | +3.1% | +5.5% | -2.4% | +1.7% |
| 1Y | +3.4% | +8.1% | -4.7% | +1.5% |
| 3Y | +68.9% | +38.8% | +30.1% | +57.2% |
| 5Y | +51.7% | +78.8% | -27.1% | +34.0% |
| 10Y | +98.3% | +46.4% | +52.0% | +71.3% |
| All | +98.3% | +48.7% | +49.7% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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