+100.2%
ENB vs ALM
+2,040.7%
-1,940.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.2% | +8.0% | +1.0% |
| 7D | -2.4% | -6.3% | +3.9% | -2.2% |
| 30D | +2.5% | -31.4% | +33.9% | +3.6% |
| 3M | -5.8% | -40.6% | +34.8% | -4.5% |
| 6M | -8.5% | -58.6% | +50.1% | -6.6% |
| YTD | +3.9% | -7.6% | +11.5% | +2.8% |
| 1Y | +3.7% | +13.8% | -10.2% | +1.7% |
| 3Y | +70.1% | +842.1% | -772.1% | +50.2% |
| 5Y | +53.2% | +407.4% | -354.2% | +36.6% |
| 10Y | +100.2% | +2,079.4% | -1,979.2% | +69.9% |
| All | +100.2% | +2,040.7% | -1,940.5% | +69.9% |
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