+282.2%
APH vs ENB
+46.5%
+235.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.5% | +6.7% | +4.9% |
| 7D | -5.9% | -5.2% | -0.7% | -4.3% |
| 30D | -14.8% | +2.2% | -17.0% | -15.5% |
| 3M | -12.4% | -8.1% | -4.4% | -10.1% |
| 6M | +8.1% | -11.2% | +19.2% | +11.5% |
| YTD | +10.9% | +2.0% | +8.9% | +7.1% |
| 1Y | +8.8% | +4.1% | +4.7% | +4.0% |
| 3Y | +262.1% | +64.7% | +197.3% | +171.9% |
| All | +282.2% | +46.5% | +235.6% | +211.7% |
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