+40.8%
ALB vs ENB
+99.8%
-59.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.8% |
| 7D | +9.5% | -3.7% | +13.1% | +11.7% |
| 30D | -2.1% | +1.7% | -3.8% | -3.3% |
| 3M | -24.1% | -6.3% | -17.8% | -21.5% |
| 6M | -51.0% | -9.2% | -41.8% | -48.8% |
| YTD | -29.3% | +3.1% | -32.4% | -32.1% |
| 1Y | +3.2% | +3.4% | -0.2% | -1.1% |
| 3Y | -9.3% | +68.9% | -78.3% | -36.5% |
| 5Y | -61.6% | +51.7% | -113.3% | -71.0% |
| 10Y | +40.8% | +98.3% | -57.6% | -11.0% |
| All | +40.8% | +99.8% | -59.0% | -11.0% |
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 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