-29.5%
ALB vs ENB
+79.0%
-108.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.6% | -4.1% |
| 7D | -8.1% | -0.2% | -7.8% | -8.0% |
| 30D | +6.3% | -2.2% | +8.5% | +7.1% |
| 3M | -23.6% | -10.5% | -13.1% | -20.3% |
| 6M | -24.6% | -5.1% | -19.5% | -23.9% |
| YTD | -10.3% | +9.0% | -19.2% | -16.4% |
| 1Y | +61.5% | +8.2% | +53.2% | +50.2% |
| All | -29.5% | +79.0% | -108.5% | -59.7% |
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