+106.9%
ENB vs ATI
+988.9%
-882.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +1.0% |
| 7D | -2.4% | +1.3% | -3.7% | -2.7% |
| 30D | +2.5% | -4.8% | +7.2% | +3.0% |
| 3M | -5.8% | -19.9% | +14.1% | -2.7% |
| 6M | -8.5% | +15.4% | -23.9% | -11.8% |
| YTD | +3.9% | +59.2% | -55.3% | -6.1% |
| 1Y | +3.7% | +86.3% | -82.6% | -9.1% |
| 3Y | +70.1% | +318.2% | -248.2% | +22.5% |
| 5Y | +53.2% | +958.6% | -905.4% | -11.1% |
| All | +106.9% | +988.9% | -882.0% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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