+83.0%
ALB vs ENB
+103.5%
-20.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.2% |
| 7D | -4.4% | -0.5% | -3.9% | -4.1% |
| 30D | -1.2% | -0.2% | -1.0% | -1.1% |
| 3M | -13.3% | -7.5% | -5.8% | -9.9% |
| 6M | -19.8% | -4.1% | -15.6% | -18.7% |
| YTD | -7.9% | +9.8% | -17.7% | -14.5% |
| 1Y | +60.2% | +8.7% | +51.5% | +49.2% |
| 3Y | -26.4% | +79.0% | -105.4% | -50.1% |
| 5Y | -42.5% | +69.1% | -111.6% | -59.1% |
| 10Y | +83.0% | +96.5% | -13.5% | +18.5% |
| All | +83.0% | +103.5% | -20.5% | +18.5% |
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