+528.8%
APP vs ENB
+78.5%
+450.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +4.3% |
| 7D | +79.2% | -3.7% | +82.8% | +81.6% |
| 30D | +48.0% | +1.7% | +46.3% | +45.9% |
| 3M | +18.2% | -6.3% | +24.5% | +21.0% |
| 6M | -12.5% | -9.2% | -3.3% | -10.4% |
| YTD | -39.2% | +3.1% | -42.3% | -43.5% |
| 1Y | -33.9% | +3.4% | -37.2% | -38.9% |
| 3Y | +933.3% | +68.9% | +864.3% | +559.7% |
| 5Y | +295.9% | +51.7% | +244.2% | +191.1% |
| All | +528.8% | +78.5% | +450.3% | +320.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling