+2,885.9%
ALB vs ENB
+8,344.5%
-5,458.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.6% | -4.0% |
| 7D | -8.1% | -0.2% | -7.8% | -8.0% |
| 30D | +6.3% | -2.2% | +8.5% | +7.3% |
| 3M | -23.6% | -10.5% | -13.1% | -19.7% |
| 6M | -24.6% | -5.1% | -19.5% | -23.4% |
| YTD | -10.3% | +9.0% | -19.2% | -15.1% |
| 1Y | +61.5% | +8.2% | +53.2% | +53.0% |
| 3Y | -34.0% | +67.8% | -101.7% | -49.7% |
| 5Y | -44.6% | +69.4% | -114.0% | -57.5% |
| 10Y | +76.1% | +117.5% | -41.4% | +16.2% |
| All | +2,885.9% | +8,344.5% | -5,458.6% | +812.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling