+142.4%
AAPL vs ENB
+55.5%
+86.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.3% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +4.1% | +1.4% | +2.7% | +3.6% |
| 3M | +17.5% | -5.2% | +22.7% | +19.4% |
| 6M | +20.6% | -9.9% | +30.5% | +24.5% |
| YTD | +31.0% | +4.7% | +26.3% | +26.7% |
| 1Y | +30.2% | +2.8% | +27.5% | +26.9% |
| 3Y | +92.9% | +71.3% | +21.5% | +43.7% |
| 5Y | +142.4% | +58.6% | +83.8% | +103.1% |
| All | +142.4% | +55.5% | +86.9% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 5y: compounded portfolio wealth divided by compounded ENB 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…
5y analysis · Full analysis span regression · 6 months rolling