+134.3%
ENB vs ALLY
+124.8%
+9.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -0.2% | +3.7% | -3.9% | -1.2% |
| 30D | -2.2% | -2.3% | 0.0% | -1.7% |
| 3M | -10.5% | +3.8% | -14.3% | -11.7% |
| 6M | -5.1% | +9.7% | -14.8% | -8.1% |
| YTD | +9.0% | -1.4% | +10.4% | +8.2% |
| 1Y | +8.2% | +8.2% | 0.0% | +4.2% |
| 3Y | +67.8% | +66.5% | +1.3% | +36.8% |
| 5Y | +69.4% | +1.2% | +68.2% | +54.3% |
| 10Y | +117.5% | +191.4% | -73.9% | +24.1% |
| All | +134.3% | +124.8% | +9.5% | +36.4% |
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