+58.6%
ENB vs ALK
-31.3%
+89.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.8% | +5.2% | +0.8% |
| 7D | 0.0% | +0.9% | -0.9% | -0.1% |
| 30D | +1.4% | +3.3% | -1.9% | +0.9% |
| 3M | -5.2% | -17.6% | +12.4% | -3.8% |
| 6M | -9.9% | +0.8% | -10.8% | -10.9% |
| YTD | +4.7% | -22.4% | +27.0% | +5.8% |
| 1Y | +2.8% | -10.1% | +12.8% | +1.8% |
| 3Y | +71.3% | +14.0% | +57.3% | +54.3% |
| 5Y | +58.6% | -29.8% | +88.4% | +52.5% |
| All | +58.6% | -31.3% | +89.9% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling