+64.7%
ENB vs BAH
-26.3%
+91.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.9% | -2.4% |
| 7D | -5.2% | -3.5% | -1.6% | -5.1% |
| 30D | +2.2% | +24.3% | -22.1% | +1.5% |
| 3M | -8.1% | +16.3% | -24.4% | -8.5% |
| 6M | -11.2% | +13.6% | -24.8% | -11.7% |
| YTD | +2.0% | +3.5% | -1.5% | +1.6% |
| 1Y | +4.1% | +2.7% | +1.4% | +3.7% |
| 3Y | +64.7% | -26.6% | +91.3% | +62.1% |
| All | +64.7% | -26.3% | +91.0% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling