+154.8%
APA vs ENB
+69.5%
+85.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.3% |
| 7D | +0.5% | -0.2% | +0.8% | +0.8% |
| 30D | +23.4% | -2.2% | +25.6% | +26.3% |
| 3M | +12.7% | -10.5% | +23.2% | +27.0% |
| 6M | +39.4% | -5.1% | +44.5% | +46.4% |
| YTD | +79.0% | +9.0% | +70.0% | +60.1% |
| 1Y | +88.8% | +8.2% | +80.6% | +69.4% |
| 3Y | +6.4% | +67.8% | -61.4% | -49.0% |
| All | +154.8% | +69.5% | +85.3% | +17.0% |
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 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