+95.7%
ENB vs ALLE
+222.4%
-126.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | -5.2% | -0.6% | -4.6% | -5.0% |
| 30D | +2.2% | +25.3% | -23.2% | -6.0% |
| 3M | -8.1% | +10.3% | -18.3% | -11.6% |
| 6M | -11.2% | +38.0% | -49.2% | -21.9% |
| YTD | +2.0% | +17.8% | -15.8% | -5.3% |
| 1Y | +4.1% | +13.6% | -9.5% | -2.1% |
| 3Y | +64.7% | +89.2% | -24.5% | +22.9% |
| 5Y | +46.6% | +51.1% | -4.5% | +17.4% |
| All | +95.7% | +222.4% | -126.8% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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