+51.7%
ENB vs ALC
-10.7%
+62.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -3.7% | +2.1% | -5.7% | -4.1% |
| 30D | +1.7% | +17.2% | -15.5% | -1.6% |
| 3M | -6.3% | +4.6% | -10.9% | -7.3% |
| 6M | -9.2% | +20.1% | -29.3% | -12.9% |
| YTD | +3.1% | -4.2% | +7.3% | +3.2% |
| 1Y | +3.4% | +2.1% | +1.3% | +1.8% |
| 3Y | +68.9% | +4.5% | +64.5% | +60.5% |
| 5Y | +51.7% | -12.3% | +64.1% | +43.5% |
| All | +51.7% | -10.7% | +62.4% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling