+285.2%
ENB vs BAH
+886.2%
-601.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -0.2% | -3.2% | +3.0% | +0.3% |
| 30D | -2.2% | +2.0% | -4.2% | -2.7% |
| 3M | -10.5% | -7.6% | -2.9% | -9.6% |
| 6M | -5.1% | -5.7% | +0.6% | -4.8% |
| YTD | +9.0% | -11.7% | +20.7% | +9.9% |
| 1Y | +8.2% | -27.4% | +35.6% | +12.8% |
| 3Y | +67.8% | -32.5% | +100.3% | +71.7% |
| 5Y | +69.4% | -3.3% | +72.7% | +57.4% |
| 10Y | +117.5% | +186.0% | -68.5% | +62.8% |
| All | +285.2% | +886.2% | -601.0% | +121.6% |
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