+86.9%
AEP vs ENB
+53.8%
+33.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | +0.7% | -1.8% | +2.5% | +1.6% |
| 30D | +4.8% | +2.0% | +2.8% | +3.8% |
| 3M | +5.4% | -5.8% | +11.2% | +8.3% |
| 6M | +0.4% | -9.7% | +10.1% | +5.3% |
| YTD | +15.5% | +4.2% | +11.3% | +12.9% |
| 1Y | +8.5% | +3.2% | +5.3% | +6.5% |
| 3Y | +84.6% | +70.6% | +14.0% | +39.9% |
| 5Y | +86.9% | +55.1% | +31.8% | +51.5% |
| All | +86.9% | +53.8% | +33.1% | +51.5% |
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