+100.4%
ENB vs ABCL
-80.4%
+180.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.4% |
| 7D | -1.8% | -2.7% | +0.9% | -1.7% |
| 30D | +2.0% | -5.4% | +7.5% | +2.1% |
| 3M | -5.8% | +22.4% | -28.3% | -6.4% |
| 6M | -9.7% | +127.6% | -137.3% | -11.9% |
| YTD | +4.2% | +249.4% | -245.2% | +0.2% |
| 1Y | +3.2% | +198.0% | -194.8% | -0.3% |
| 3Y | +70.6% | +195.8% | -125.2% | +62.0% |
| 5Y | +55.1% | -20.6% | +75.7% | +51.1% |
| All | +100.4% | -80.4% | +180.8% | +99.8% |
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