+895.0%
APA vs ENB
+11,039.2%
-10,144.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.2% | +4.2% |
| 7D | -15.5% | -5.2% | -10.3% | -12.7% |
| 30D | +2.4% | +2.2% | +0.2% | +1.0% |
| 3M | +22.8% | -8.1% | +30.8% | +29.3% |
| 6M | +17.9% | -11.2% | +29.1% | +26.9% |
| YTD | +87.7% | +2.0% | +85.7% | +85.0% |
| 1Y | +94.2% | +4.1% | +90.1% | +88.8% |
| 3Y | +27.2% | +64.7% | -37.5% | -8.0% |
| 5Y | +74.1% | +46.6% | +27.6% | +40.6% |
| 10Y | +2.6% | +102.7% | -100.1% | -20.9% |
| All | +895.0% | +11,039.2% | -10,144.2% | +323.1% |
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