+848.7%
APA vs ENB
+11,799.4%
-10,950.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.7% |
| 7D | +0.5% | -0.2% | +0.8% | +0.7% |
| 30D | +23.4% | -2.2% | +25.6% | +25.1% |
| 3M | +12.7% | -10.5% | +23.2% | +20.8% |
| 6M | +39.4% | -5.1% | +44.5% | +43.7% |
| YTD | +79.0% | +9.0% | +70.0% | +69.3% |
| 1Y | +88.8% | +8.2% | +80.6% | +79.2% |
| 3Y | +6.4% | +67.8% | -61.4% | -24.1% |
| 5Y | +153.0% | +69.4% | +83.6% | +88.1% |
| 10Y | +7.5% | +117.5% | -110.0% | -20.4% |
| All | +848.7% | +11,799.4% | -10,950.6% | +287.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling