+98.3%
ENB vs ABCL
-79.5%
+177.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.2% | -4.1% | +1.0% |
| 7D | -3.7% | +12.4% | -16.1% | -3.9% |
| 30D | +1.7% | -0.4% | +2.1% | +1.7% |
| 3M | -6.3% | +80.4% | -86.7% | -7.8% |
| 6M | -9.2% | +138.5% | -147.7% | -11.5% |
| YTD | +3.1% | +265.5% | -262.4% | -0.9% |
| 1Y | +3.4% | +219.7% | -216.3% | -0.3% |
| 3Y | +68.9% | +209.4% | -140.5% | +60.3% |
| 5Y | +51.7% | -15.0% | +66.7% | +47.6% |
| All | +98.3% | -79.5% | +177.8% | +97.5% |
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