+10,603.5%
ENB vs AZO
+42,241.4%
-31,637.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | -0.3% | -0.8% | +0.5% | -0.2% |
| 30D | -1.1% | -5.1% | +4.0% | -0.4% |
| 3M | -8.5% | -7.2% | -1.2% | -7.7% |
| 6M | -4.5% | -20.7% | +16.2% | -2.0% |
| YTD | +9.1% | -14.2% | +23.3% | +10.8% |
| 1Y | +8.0% | -32.2% | +40.1% | +12.9% |
| 3Y | +77.8% | +11.1% | +66.7% | +74.0% |
| 5Y | +69.4% | +87.6% | -18.2% | +54.5% |
| 10Y | +100.5% | +302.9% | -202.5% | +66.6% |
| All | +10,603.5% | +42,241.4% | -31,637.9% | +7,169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 all: compounded portfolio wealth divided by compounded AZO 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…
all analysis · Full analysis span regression · 6 months rolling