+125.1%
ENB vs ALLY
+101.5%
+23.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | 0.0% | -1.0% |
| 7D | -2.4% | -1.1% | -1.2% | -2.1% |
| 30D | +3.4% | +4.2% | -0.8% | +2.2% |
| 3M | -6.1% | -12.4% | +6.3% | -3.0% |
| 6M | -10.0% | -8.7% | -1.4% | -8.5% |
| YTD | +4.7% | -11.6% | +16.3% | +6.8% |
| 1Y | +7.5% | +0.2% | +7.3% | +5.7% |
| 3Y | +69.1% | +57.1% | +12.0% | +39.8% |
| 5Y | +50.4% | -6.8% | +57.2% | +39.9% |
| 10Y | +108.0% | +200.4% | -92.4% | +15.6% |
| All | +125.1% | +101.5% | +23.6% | +34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling