+69.1%
ENB vs ALM
+1,033.0%
-963.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.8% | -8.0% | +0.6% |
| 7D | -0.5% | +8.4% | -8.9% | -0.6% |
| 30D | -0.2% | +34.8% | -35.0% | -0.9% |
| 3M | -7.5% | +16.2% | -23.7% | -8.0% |
| 6M | -4.1% | +2.1% | -6.3% | -4.6% |
| YTD | +9.8% | +117.0% | -107.2% | +7.0% |
| 1Y | +8.7% | +313.9% | -305.2% | +3.6% |
| 3Y | +79.0% | +2,327.9% | -2,248.9% | +55.3% |
| 5Y | +69.1% | +1,040.6% | -971.6% | +52.4% |
| All | +69.1% | +1,033.0% | -963.9% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling