+40.6%
ALB vs ENB
+108.4%
-67.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -2.9% | +1.4% | -4.2% | -3.9% |
| 3M | -25.8% | -5.2% | -20.7% | -23.8% |
| 6M | -53.6% | -9.9% | -43.6% | -51.3% |
| YTD | -32.4% | +4.7% | -37.0% | -35.6% |
| 1Y | -13.0% | +2.8% | -15.8% | -16.3% |
| 3Y | -15.0% | +71.3% | -86.3% | -41.0% |
| 5Y | -63.5% | +58.6% | -122.1% | -73.1% |
| All | +40.6% | +108.4% | -67.8% | -14.5% |
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