+119.4%
ENB vs ALLY
+98.1%
+21.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.1% |
| 7D | -5.2% | +0.9% | -6.1% | -5.5% |
| 30D | +2.2% | +3.1% | -0.9% | +1.3% |
| 3M | -8.1% | -12.6% | +4.5% | -5.0% |
| 6M | -11.2% | -12.4% | +1.3% | -8.6% |
| YTD | +2.0% | -13.2% | +15.1% | +4.5% |
| 1Y | +4.1% | +1.8% | +2.2% | +1.9% |
| 3Y | +64.7% | +58.0% | +6.8% | +35.9% |
| 5Y | +46.6% | -8.4% | +55.0% | +37.0% |
| 10Y | +102.7% | +195.3% | -92.6% | +13.2% |
| All | +119.4% | +98.1% | +21.3% | +31.8% |
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