+100.5%
ENB vs BAH
+186.6%
-86.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -0.3% | -1.3% | +1.0% | -0.1% |
| 30D | -1.1% | -6.6% | +5.5% | 0.0% |
| 3M | -8.5% | -7.2% | -1.3% | -7.7% |
| 6M | -4.5% | -10.0% | +5.4% | -3.5% |
| YTD | +9.1% | -12.5% | +21.5% | +10.1% |
| 1Y | +8.0% | -27.9% | +35.9% | +12.7% |
| 3Y | +77.8% | -31.4% | +109.2% | +79.3% |
| 5Y | +69.4% | -3.2% | +72.6% | +52.6% |
| 10Y | +100.5% | +191.5% | -91.0% | +62.3% |
| All | +100.5% | +186.6% | -86.2% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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