+267.0%
APH vs ENB
+50.3%
+216.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.4% | -8.0% | -8.9% |
| 7D | -12.7% | -2.4% | -10.4% | -12.0% |
| 30D | -19.2% | +3.4% | -22.5% | -20.1% |
| 3M | -16.7% | -6.1% | -10.6% | -15.0% |
| 6M | +5.1% | -10.0% | +15.2% | +8.2% |
| YTD | +6.6% | +4.7% | +1.9% | +2.1% |
| 1Y | +3.9% | +7.5% | -3.6% | -1.8% |
| 3Y | +246.0% | +69.1% | +176.9% | +157.7% |
| All | +267.0% | +50.3% | +216.7% | +197.0% |
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