+109.8%
AAPL vs ENB
+68.4%
+41.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -3.0% | -0.3% | -2.6% | -2.8% |
| 30D | +2.3% | -1.1% | +3.4% | +2.6% |
| 3M | +8.6% | -8.5% | +17.1% | +11.9% |
| 6M | +21.6% | -4.5% | +26.1% | +23.0% |
| YTD | +16.3% | +9.1% | +7.2% | +11.2% |
| 1Y | +35.1% | +8.0% | +27.1% | +29.4% |
| 3Y | +79.4% | +77.8% | +1.5% | +32.5% |
| 5Y | +109.8% | +69.4% | +40.5% | +63.1% |
| All | +109.8% | +68.4% | +41.4% | +63.1% |
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