+96.5%
ENB vs AR
+45.1%
+51.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -0.5% | -1.8% | +1.4% | -0.2% |
| 30D | -0.2% | +12.6% | -12.8% | -1.8% |
| 3M | -7.5% | +10.0% | -17.5% | -8.8% |
| 6M | -4.1% | +0.6% | -4.8% | -4.5% |
| YTD | +9.8% | +13.4% | -3.6% | +7.5% |
| 1Y | +8.7% | +21.7% | -13.0% | +5.0% |
| 3Y | +79.0% | +45.8% | +33.2% | +65.4% |
| 5Y | +69.1% | +144.3% | -75.2% | +43.4% |
| 10Y | +96.5% | +41.8% | +54.7% | +77.7% |
| All | +96.5% | +45.1% | +51.4% | +77.7% |
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