+102.5%
APA vs ENB
+8.5%
+94.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.3% |
| 7D | -1.7% | -0.5% | -1.2% | -1.4% |
| 30D | +15.7% | -0.2% | +15.9% | +15.8% |
| 3M | +16.5% | -7.5% | +24.0% | +22.4% |
| 6M | +35.1% | -4.1% | +39.2% | +39.3% |
| YTD | +82.2% | +9.8% | +72.4% | +72.6% |
| 1Y | +102.5% | +8.7% | +93.8% | +94.0% |
| All | +102.5% | +8.5% | +94.0% | +94.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling