+391.8%
BAC vs ENB
+103.5%
+288.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.9% |
| 7D | +1.2% | -0.5% | +1.6% | +1.4% |
| 30D | -0.7% | -0.2% | -0.5% | -0.7% |
| 3M | +16.9% | -7.5% | +24.4% | +22.0% |
| 6M | +29.6% | -4.1% | +33.7% | +32.0% |
| YTD | +15.3% | +9.8% | +5.4% | +7.5% |
| 1Y | +28.8% | +8.7% | +20.1% | +20.7% |
| 3Y | +136.4% | +79.0% | +57.4% | +60.0% |
| 5Y | +72.9% | +69.1% | +3.8% | +20.3% |
| 10Y | +391.8% | +96.5% | +295.3% | +184.0% |
| All | +391.8% | +103.5% | +288.3% | +184.0% |
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