+44.4%
ALAB vs ENB
+3.4%
+41.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.3% |
| 7D | +26.9% | 0.0% | +26.9% | +26.8% |
| 30D | -30.0% | +1.4% | -31.4% | -29.7% |
| 3M | -28.5% | -5.2% | -23.4% | -28.5% |
| 6M | +11.4% | -9.9% | +21.4% | +9.5% |
| YTD | +36.9% | +4.7% | +32.3% | +19.9% |
| 1Y | +44.4% | +2.8% | +41.6% | +35.0% |
| All | +44.4% | +3.4% | +41.0% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling