+136,904.2%
AAPL vs ENB
+11,386.8%
+125,517.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +4.1% | +3.1% | +1.0% | +3.2% |
| 30D | +4.0% | +2.1% | +1.8% | +3.3% |
| 3M | +16.8% | -4.4% | +21.2% | +18.2% |
| 6M | +19.4% | -10.1% | +29.5% | +22.8% |
| YTD | +31.5% | +5.2% | +26.3% | +28.6% |
| 1Y | +31.0% | +4.2% | +26.7% | +28.4% |
| 3Y | +95.3% | +70.1% | +25.2% | +63.8% |
| 5Y | +143.4% | +59.4% | +84.0% | +107.8% |
| 10Y | +1,330.5% | +109.5% | +1,221.0% | +1,000.3% |
| All | +136,904.2% | +11,386.8% | +125,517.3% | +58,233.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling