+65.6%
AEP vs ENB
+71.0%
-5.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.4% |
| 7D | +2.0% | -0.5% | +2.5% | +2.2% |
| 30D | +0.5% | -0.2% | +0.7% | +0.6% |
| 3M | -0.3% | -7.5% | +7.2% | +3.4% |
| 6M | -3.5% | -4.1% | +0.7% | -1.6% |
| YTD | +11.3% | +9.8% | +1.5% | +6.1% |
| 1Y | +20.2% | +8.7% | +11.5% | +15.1% |
| 3Y | +79.8% | +79.0% | +0.8% | +33.4% |
| 5Y | +65.6% | +69.1% | -3.5% | +26.5% |
| All | +65.6% | +71.0% | -5.5% | +26.5% |
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