+118.1%
ENB vs ALC
+24.0%
+94.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.1% |
| 7D | -0.2% | -2.1% | +1.9% | +0.5% |
| 30D | -2.2% | -0.1% | -2.1% | -2.3% |
| 3M | -10.5% | +5.9% | -16.4% | -12.5% |
| 6M | -5.1% | -15.9% | +10.9% | -0.2% |
| YTD | +9.0% | -10.1% | +19.1% | +11.5% |
| 1Y | +8.2% | -10.2% | +18.4% | +10.4% |
| 3Y | +67.8% | -13.6% | +81.3% | +68.3% |
| 5Y | +69.4% | -15.1% | +84.5% | +67.2% |
| All | +118.1% | +24.0% | +94.1% | +60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling