+267.3%
ENB vs BAH
+1,084.3%
-817.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.6% |
| 7D | -2.4% | +0.5% | -2.9% | -2.5% |
| 30D | +2.5% | +18.2% | -15.7% | -0.5% |
| 3M | -5.8% | +13.1% | -18.9% | -8.0% |
| 6M | -8.5% | +15.2% | -23.7% | -11.4% |
| YTD | +3.9% | +6.0% | -2.1% | +1.3% |
| 1Y | +3.7% | +3.1% | +0.6% | +1.5% |
| 3Y | +70.1% | -26.2% | +96.3% | +72.1% |
| 5Y | +53.2% | +9.3% | +43.9% | +39.8% |
| 10Y | +100.2% | +212.3% | -112.1% | +47.6% |
| All | +267.3% | +1,084.3% | -817.0% | +104.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling