+112.4%
ENB vs ALM
+1,942.8%
-1,830.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +0.6% |
| 7D | 0.0% | -4.0% | +4.0% | +0.1% |
| 30D | +1.4% | -30.5% | +31.9% | +2.4% |
| 3M | -5.2% | -46.9% | +41.7% | -3.6% |
| 6M | -9.9% | -65.5% | +55.6% | -7.5% |
| YTD | +4.7% | -13.4% | +18.0% | +3.7% |
| 1Y | +2.8% | +9.8% | -7.0% | +0.9% |
| 3Y | +71.3% | +783.1% | -711.8% | +51.6% |
| 5Y | +58.6% | +378.3% | -319.7% | +41.7% |
| All | +112.4% | +1,942.8% | -1,830.4% | +81.1% |
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