+100.5%
ENB vs ATI
+1,068.2%
-967.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -0.3% | +2.4% | -2.7% | -0.7% |
| 30D | -1.1% | -9.5% | +8.4% | +0.5% |
| 3M | -8.5% | +10.4% | -18.8% | -10.5% |
| 6M | -4.5% | +31.8% | -36.4% | -10.0% |
| YTD | +9.1% | +80.0% | -70.9% | -2.9% |
| 1Y | +8.0% | +175.8% | -167.9% | -11.4% |
| 3Y | +77.8% | +364.2% | -286.4% | +27.0% |
| 5Y | +69.4% | +1,076.9% | -1,007.5% | -2.2% |
| 10Y | +100.5% | +1,178.1% | -1,077.6% | +0.6% |
| All | +100.5% | +1,068.2% | -967.7% | +0.6% |
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