+124.4%
ENB vs AR
-33.4%
+157.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | -5.2% | -14.3% | +9.1% | -3.0% |
| 30D | +2.2% | +1.4% | +0.7% | +1.9% |
| 3M | -8.1% | +3.4% | -11.4% | -8.7% |
| 6M | -11.2% | -2.1% | -9.1% | -11.2% |
| YTD | +2.0% | +4.7% | -2.7% | +0.5% |
| 1Y | +4.1% | +10.6% | -6.5% | +1.6% |
| 3Y | +64.7% | +24.6% | +40.2% | +54.2% |
| 5Y | +46.6% | +71.9% | -25.3% | +27.1% |
| 10Y | +102.7% | +46.4% | +56.3% | +75.9% |
| All | +124.4% | -33.4% | +157.8% | +119.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling