+70.1%
ENB vs AU
+574.0%
-503.9%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.3% | +0.4% | -3.6% |
| 7D | -4.6% | -7.0% | +2.4% | -4.1% |
| 30D | -5.2% | +7.3% | -12.5% | -5.7% |
| 3M | -13.4% | +33.2% | -46.6% | -15.3% |
| 6M | -7.8% | -0.6% | -7.2% | -8.2% |
| YTD | +4.9% | +26.2% | -21.3% | +1.7% |
| 1Y | +3.2% | +68.3% | -65.0% | -3.2% |
| All | +70.1% | +574.0% | -503.9% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling