+4.2%
ENB vs ALM
+19.0%
-14.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.7% | -7.2% | +0.4% |
| 7D | +3.1% | +1.2% | +1.9% | +3.1% |
| 30D | +2.1% | -19.3% | +21.5% | +2.2% |
| 3M | -4.4% | -40.6% | +36.2% | -4.0% |
| 6M | -10.1% | -57.9% | +47.9% | -9.4% |
| YTD | +5.2% | -6.7% | +11.9% | +6.4% |
| 1Y | +4.2% | +20.2% | -15.9% | +4.7% |
| All | +4.2% | +19.0% | -14.7% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling