-0.9%
APA vs ENB
+99.8%
-100.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.5% |
| 7D | -8.7% | -3.7% | -5.1% | -4.7% |
| 30D | -2.4% | +1.7% | -4.1% | -4.5% |
| 3M | +19.0% | -6.3% | +25.3% | +28.0% |
| 6M | +26.8% | -9.2% | +36.0% | +40.9% |
| YTD | +87.3% | +3.1% | +84.2% | +77.5% |
| 1Y | +92.3% | +3.4% | +88.9% | +81.1% |
| 3Y | +37.3% | +68.9% | -31.7% | -32.8% |
| 5Y | +73.2% | +51.7% | +21.5% | +1.7% |
| 10Y | -0.9% | +98.3% | -99.2% | -47.3% |
| All | -0.9% | +99.8% | -100.7% | -47.3% |
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