+98.3%
ENB vs ALK
-37.5%
+135.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.1% | -6.0% | -0.3% |
| 7D | -3.7% | +8.9% | -12.6% | -5.3% |
| 30D | +1.7% | +5.9% | -4.2% | +0.3% |
| 3M | -6.3% | -16.5% | +10.2% | -3.6% |
| 6M | -9.2% | +2.1% | -11.3% | -11.2% |
| YTD | +3.1% | -17.1% | +20.2% | +3.9% |
| 1Y | +3.4% | -2.9% | +6.2% | +0.2% |
| 3Y | +68.9% | +24.5% | +44.5% | +44.0% |
| 5Y | +51.7% | -29.1% | +80.8% | +46.3% |
| 10Y | +98.3% | -39.1% | +137.5% | +77.1% |
| All | +98.3% | -37.5% | +135.8% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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