+3,615.7%
ALNY vs ENB
+1,365.8%
+2,249.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.0% | -2.6% |
| 7D | +5.7% | -0.5% | +6.2% | +5.9% |
| 30D | +18.7% | -0.2% | +18.9% | +18.6% |
| 3M | -11.0% | -7.5% | -3.5% | -8.5% |
| 6M | -18.9% | -4.1% | -14.8% | -18.1% |
| YTD | -34.6% | +9.8% | -44.4% | -38.1% |
| 1Y | -42.8% | +8.7% | -51.5% | -45.7% |
| 3Y | +29.1% | +79.0% | -49.9% | -2.5% |
| 5Y | +39.6% | +69.1% | -29.5% | +7.1% |
| 10Y | +253.8% | +96.5% | +157.3% | +138.9% |
| All | +3,615.7% | +1,365.8% | +2,249.9% | +1,311.3% |
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