-17.4%
ALB vs ENB
+3.2%
-20.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.3% |
| 7D | -5.8% | +3.1% | -8.9% | -5.3% |
| 30D | -4.5% | +2.1% | -6.7% | -4.2% |
| 3M | -28.1% | -4.4% | -23.6% | -28.6% |
| 6M | -53.2% | -10.1% | -43.1% | -53.9% |
| YTD | -33.3% | +5.2% | -38.5% | -31.6% |
| 1Y | -17.4% | +4.2% | -21.7% | -14.4% |
| All | -17.4% | +3.2% | -20.6% | -14.4% |
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 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