+90.7%
ENB vs ALHC
-29.3%
+120.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | -0.5% | -1.0% | +0.5% | -0.4% |
| 30D | -0.2% | -6.3% | +6.1% | 0.0% |
| 3M | -7.5% | -12.3% | +4.8% | -7.4% |
| 6M | -4.1% | -27.0% | +22.9% | -3.6% |
| YTD | +9.8% | -31.8% | +41.7% | +10.6% |
| 1Y | +8.7% | -17.0% | +25.7% | +8.6% |
| 3Y | +79.0% | +159.8% | -80.9% | +66.7% |
| 5Y | +69.1% | -25.1% | +94.2% | +64.2% |
| All | +90.7% | -29.3% | +120.0% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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