+11.7%
BABA vs ENB
+109.5%
-97.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -13.8% | +3.1% | -16.9% | -14.7% |
| 30D | -15.1% | +2.1% | -17.2% | -15.9% |
| 3M | -22.7% | -4.4% | -18.3% | -21.6% |
| 6M | -34.7% | -10.1% | -24.6% | -32.5% |
| YTD | -35.0% | +5.2% | -40.2% | -37.0% |
| 1Y | -40.4% | +4.2% | -44.7% | -42.1% |
| 3Y | +21.9% | +70.1% | -48.2% | -2.4% |
| 5Y | -39.9% | +59.4% | -99.3% | -50.5% |
| All | +11.7% | +109.5% | -97.7% | -20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling