+100.5%
ENB vs ALM
+3,082.3%
-2,981.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.5% | -0.5% |
| 7D | -0.3% | +3.6% | -3.9% | -0.4% |
| 30D | -1.1% | +33.8% | -34.9% | -2.0% |
| 3M | -8.5% | +14.8% | -23.2% | -9.1% |
| 6M | -4.5% | -7.0% | +2.4% | -5.0% |
| YTD | +9.1% | +108.1% | -99.0% | +5.5% |
| 1Y | +8.0% | +313.8% | -305.8% | +1.5% |
| 3Y | +77.8% | +2,227.6% | -2,149.8% | +52.4% |
| 5Y | +69.4% | +956.6% | -887.3% | +48.2% |
| 10Y | +100.5% | +3,082.3% | -2,981.8% | +66.4% |
| All | +100.5% | +3,082.3% | -2,981.8% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling