-12.9%
ALB vs ENB
+63.8%
-76.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.8% |
| 7D | +9.1% | -5.2% | +14.3% | +11.0% |
| 30D | -3.4% | +2.2% | -5.6% | -4.4% |
| 3M | -20.6% | -8.1% | -12.5% | -18.3% |
| 6M | -48.2% | -11.2% | -37.0% | -46.4% |
| YTD | -29.2% | +2.0% | -31.2% | -32.7% |
| 1Y | +10.0% | +4.1% | +5.9% | +3.3% |
| 3Y | -12.9% | +64.7% | -77.6% | -57.4% |
| All | -12.9% | +63.8% | -76.7% | -57.4% |
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 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