+119.0%
ENB vs ALLE
+331.3%
-212.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.4% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +3.4% | +20.6% | -17.2% | -3.6% |
| 3M | -6.1% | +11.4% | -17.5% | -10.0% |
| 6M | -10.0% | +42.5% | -52.6% | -21.8% |
| YTD | +4.7% | +18.9% | -14.2% | -3.2% |
| 1Y | +7.5% | +14.2% | -6.7% | +0.9% |
| 3Y | +69.1% | +90.7% | -21.6% | +26.6% |
| 5Y | +50.4% | +52.5% | -2.1% | +20.4% |
| 10Y | +108.0% | +231.2% | -123.3% | +20.8% |
| All | +119.0% | +331.3% | -212.3% | +18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling