+114.1%
ENB vs ALM
+3,516.3%
-3,402.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.2% | +8.0% | +0.8% |
| 7D | -2.4% | -6.3% | +3.9% | -2.4% |
| 30D | +2.5% | -31.4% | +33.9% | +2.6% |
| 3M | -5.8% | -40.6% | +34.8% | -5.7% |
| 6M | -8.5% | -58.6% | +50.1% | -8.4% |
| YTD | +3.9% | -7.6% | +11.5% | +3.8% |
| 1Y | +3.7% | +13.8% | -10.2% | +3.6% |
| 3Y | +70.1% | +842.1% | -772.1% | +68.9% |
| 5Y | +53.2% | +407.4% | -354.2% | +52.2% |
| 10Y | +100.2% | +2,079.4% | -1,979.2% | +98.4% |
| All | +114.1% | +3,516.3% | -3,402.2% | +111.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling