+26.5%
BAC vs ENB
+7.5%
+19.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | -0.9% | -2.2% | +1.3% | -0.8% |
| 3M | +16.3% | -10.5% | +26.8% | +16.7% |
| 6M | +26.0% | -5.1% | +31.0% | +26.8% |
| YTD | +15.2% | +9.0% | +6.2% | +15.3% |
| 1Y | +26.5% | +8.2% | +18.3% | +27.4% |
| All | +26.5% | +7.5% | +19.0% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling