+69.2%
ENB vs ALLY
+64.0%
+5.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | 0.0% | -2.1% | +2.1% | +0.1% |
| 30D | +1.4% | +2.0% | -0.6% | +1.2% |
| 3M | -5.2% | -13.3% | +8.1% | -4.3% |
| 6M | -9.9% | -9.9% | -0.1% | -9.4% |
| YTD | +4.7% | -13.5% | +18.2% | +5.6% |
| 1Y | +2.8% | -2.8% | +5.6% | +2.3% |
| All | +69.2% | +64.0% | +5.2% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 3y: compounded portfolio wealth divided by compounded ALLY 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…
3y analysis · Full analysis span regression · 6 months rolling