+139.7%
ENB vs AR
-27.2%
+167.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.7% |
| 7D | -0.2% | +2.5% | -2.7% | -0.6% |
| 30D | -2.2% | +14.8% | -17.0% | -4.3% |
| 3M | -10.5% | +6.2% | -16.7% | -11.4% |
| 6M | -5.1% | +4.3% | -9.4% | -6.0% |
| YTD | +9.0% | +14.4% | -5.4% | +6.2% |
| 1Y | +8.2% | +21.3% | -13.1% | +4.2% |
| 3Y | +67.8% | +39.8% | +28.0% | +54.3% |
| 5Y | +69.4% | +142.1% | -72.7% | +39.6% |
| 10Y | +117.5% | +52.0% | +65.5% | +89.1% |
| All | +139.7% | -27.2% | +167.0% | +131.5% |
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