+109.6%
ENB vs ABCL
-81.3%
+190.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.8% |
| 7D | -0.2% | +0.7% | -0.9% | -0.2% |
| 30D | -2.2% | +93.1% | -95.3% | -3.9% |
| 3M | -10.5% | +79.4% | -89.9% | -12.0% |
| 6M | -5.1% | +214.9% | -219.9% | -8.1% |
| YTD | +9.0% | +234.2% | -225.3% | +5.0% |
| 1Y | +8.2% | +174.8% | -166.5% | +4.6% |
| 3Y | +67.8% | +104.5% | -36.7% | +61.5% |
| 5Y | +69.4% | -39.0% | +108.4% | +65.4% |
| All | +109.6% | -81.3% | +190.8% | +109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling