+96.2%
ENB vs ABCL
-80.5%
+176.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.7% | -9.3% | -2.7% |
| 7D | -5.2% | -3.2% | -2.0% | -5.2% |
| 30D | +2.2% | -7.4% | +9.6% | +2.3% |
| 3M | -8.1% | +81.9% | -90.0% | -9.6% |
| 6M | -11.2% | +135.7% | -146.9% | -13.4% |
| YTD | +2.0% | +247.4% | -245.4% | -1.9% |
| 1Y | +4.1% | +162.3% | -158.2% | +0.9% |
| 3Y | +64.7% | +165.5% | -100.7% | +57.1% |
| 5Y | +46.6% | -21.3% | +67.9% | +42.8% |
| All | +96.2% | -80.5% | +176.7% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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