+1,064.4%
BAC vs ENB
+11,039.2%
-9,974.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | +0.4% |
| 7D | -1.2% | -5.2% | +4.0% | +1.1% |
| 30D | -7.7% | +2.2% | -9.8% | -8.6% |
| 3M | -21.2% | -8.1% | -13.1% | -18.4% |
| 6M | -6.8% | -11.2% | +4.3% | -2.4% |
| YTD | -8.7% | +2.0% | -10.7% | -10.4% |
| 1Y | -5.3% | +4.1% | -9.3% | -7.9% |
| 3Y | +87.4% | +64.7% | +22.7% | +48.4% |
| 5Y | +18.9% | +46.6% | -27.7% | -1.2% |
| 10Y | +273.3% | +102.7% | +170.6% | +165.8% |
| All | +1,064.4% | +11,039.2% | -9,974.8% | +423.0% |
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 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