+285.6%
APH vs ENB
+67.6%
+218.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.0% |
| 7D | +5.0% | -0.2% | +5.2% | +5.0% |
| 30D | -3.9% | -2.2% | -1.6% | -3.6% |
| 3M | +13.0% | -10.5% | +23.5% | +14.9% |
| 6M | +25.2% | -5.1% | +30.2% | +25.3% |
| YTD | +22.9% | +9.0% | +14.0% | +18.1% |
| 1Y | +47.8% | +8.2% | +39.6% | +42.2% |
| All | +285.6% | +67.6% | +218.1% | +222.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling