+207.4%
ALAB vs ENB
+50.6%
+156.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.5% | +8.8% | +5.8% |
| 7D | -26.3% | -5.2% | -21.1% | -27.0% |
| 30D | -50.1% | +2.2% | -52.3% | -49.8% |
| 3M | -42.5% | -8.1% | -34.4% | -43.1% |
| 6M | -10.8% | -11.2% | +0.3% | -12.5% |
| YTD | +14.6% | +2.0% | +12.6% | +13.5% |
| 1Y | +17.1% | +4.1% | +13.1% | +16.7% |
| All | +207.4% | +50.6% | +156.8% | +251.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling