+16.5%
APH vs ENB
+3.2%
+13.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -1.6% |
| 7D | +4.9% | +3.1% | +1.8% | +5.8% |
| 30D | -5.4% | +2.1% | -7.5% | -4.7% |
| 3M | -5.5% | -4.4% | -1.0% | -6.5% |
| 6M | +25.9% | -10.1% | +36.0% | +21.9% |
| YTD | +16.4% | +5.2% | +11.2% | +14.0% |
| 1Y | +16.5% | +4.2% | +12.2% | +14.3% |
| All | +16.5% | +3.2% | +13.3% | +14.3% |
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 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