+53.8%
ENB vs ABCL
-26.7%
+80.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -9.4% | +8.0% | -1.1% |
| 7D | -2.4% | -14.9% | +12.6% | -2.0% |
| 30D | +3.4% | -15.4% | +18.7% | +3.7% |
| 3M | -6.1% | +88.0% | -94.1% | -8.2% |
| 6M | -10.0% | +138.8% | -148.9% | -13.1% |
| YTD | +4.7% | +225.4% | -220.8% | -0.3% |
| 1Y | +7.5% | +137.3% | -129.8% | +3.6% |
| 3Y | +69.1% | +136.8% | -67.7% | +60.0% |
| All | +53.8% | -26.7% | +80.6% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling