+100.2%
ENB vs ALLE
+217.2%
-117.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | +2.5% | +25.9% | -23.4% | -5.8% |
| 3M | -5.8% | +14.9% | -20.7% | -10.7% |
| 6M | -8.5% | +42.1% | -50.6% | -20.4% |
| YTD | +3.9% | +20.4% | -16.5% | -4.3% |
| 1Y | +3.7% | +14.9% | -11.2% | -2.9% |
| 3Y | +70.1% | +90.1% | -20.0% | +26.7% |
| 5Y | +53.2% | +53.0% | +0.2% | +22.2% |
| 10Y | +100.2% | +208.8% | -108.6% | +24.8% |
| All | +100.2% | +217.2% | -117.0% | +24.8% |
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