+365.7%
ALAB vs ENB
+62.2%
+303.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.8% | -7.7% | -6.8% |
| 7D | +3.2% | -0.5% | +3.7% | +3.1% |
| 30D | -13.6% | -0.2% | -13.4% | -13.5% |
| 3M | -16.6% | -7.5% | -9.1% | -17.5% |
| 6M | +142.3% | -4.1% | +146.5% | +139.9% |
| YTD | +73.6% | +9.8% | +63.8% | +73.6% |
| 1Y | +33.7% | +8.7% | +25.0% | +33.7% |
| All | +365.7% | +62.2% | +303.5% | +437.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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