+211.0%
AEP vs ENB
+108.4%
+102.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | +3.4% | +1.4% | +2.0% | +3.0% |
| 3M | +4.2% | -5.2% | +9.4% | +5.8% |
| 6M | -0.8% | -9.9% | +9.1% | +2.2% |
| YTD | +15.2% | +4.7% | +10.6% | +13.7% |
| 1Y | +8.3% | +2.8% | +5.5% | +7.4% |
| 3Y | +84.2% | +71.3% | +12.9% | +58.4% |
| 5Y | +87.8% | +58.6% | +29.2% | +64.7% |
| All | +211.0% | +108.4% | +102.6% | +148.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling