+355.9%
APH vs ENB
+69.5%
+286.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.2% |
| 7D | +5.0% | -0.2% | +5.2% | +5.0% |
| 30D | -3.9% | -2.2% | -1.6% | -3.2% |
| 3M | +13.0% | -10.5% | +23.5% | +17.2% |
| 6M | +25.2% | -5.1% | +30.2% | +26.4% |
| YTD | +22.9% | +9.0% | +14.0% | +16.3% |
| 1Y | +47.8% | +8.2% | +39.6% | +40.1% |
| 3Y | +283.0% | +67.8% | +215.3% | +188.5% |
| All | +355.9% | +69.5% | +286.4% | +242.0% |
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