+88.5%
ENB vs AU
+699.0%
-610.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | -4.7% | -4.3% | -0.4% | -4.3% |
| 30D | -5.9% | +7.3% | -13.2% | -6.5% |
| 3M | -14.2% | +26.3% | -40.6% | -16.1% |
| 6M | -8.6% | +1.8% | -10.4% | -9.4% |
| YTD | +3.9% | +26.8% | -22.9% | +0.6% |
| 1Y | +1.8% | +66.7% | -64.9% | -4.1% |
| 3Y | +68.5% | +579.1% | -510.6% | +38.5% |
| 5Y | +62.4% | +689.3% | -626.9% | +30.7% |
| All | +88.5% | +699.0% | -610.4% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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