+52.5%
ENB vs AS
+134.9%
-82.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | -5.2% | +6.9% | -12.1% | -5.5% |
| 30D | +2.2% | +16.0% | -13.8% | +1.6% |
| 3M | -8.1% | -12.8% | +4.8% | -7.6% |
| 6M | -11.2% | -15.4% | +4.2% | -10.7% |
| YTD | +2.0% | -15.7% | +17.7% | +2.4% |
| 1Y | +4.1% | +6.1% | -2.0% | +2.9% |
| All | +52.5% | +134.9% | -82.3% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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