+119.8%
ENB vs ALC
+21.6%
+98.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.7% | +1.4% |
| 7D | -0.5% | -3.7% | +3.2% | +0.7% |
| 30D | -0.2% | -3.7% | +3.5% | +0.9% |
| 3M | -7.5% | +4.6% | -12.1% | -9.2% |
| 6M | -4.1% | -14.6% | +10.5% | +0.2% |
| YTD | +9.8% | -11.9% | +21.7% | +13.1% |
| 1Y | +8.7% | -13.1% | +21.8% | +12.1% |
| 3Y | +79.0% | -15.0% | +94.0% | +80.5% |
| 5Y | +69.1% | -16.2% | +85.3% | +67.4% |
| All | +119.8% | +21.6% | +98.2% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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