+110.2%
ENB vs ALM
+3,507.4%
-3,397.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.7% | -2.5% |
| 7D | -5.2% | -6.7% | +1.5% | -5.2% |
| 30D | +2.2% | -32.9% | +35.1% | +2.3% |
| 3M | -8.1% | -39.5% | +31.4% | -8.0% |
| 6M | -11.2% | -62.0% | +50.8% | -11.0% |
| YTD | +2.0% | -7.8% | +9.8% | +1.9% |
| 1Y | +4.1% | +26.7% | -22.6% | +3.9% |
| 3Y | +64.7% | +825.4% | -760.6% | +63.6% |
| 5Y | +46.6% | +401.2% | -354.7% | +45.6% |
| 10Y | +102.7% | +2,074.0% | -1,971.3% | +100.9% |
| All | +110.2% | +3,507.4% | -3,397.2% | +107.5% |
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