+520.8%
APP vs ENB
+80.4%
+440.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | +48.9% | -1.8% | +50.7% | +49.7% |
| 30D | +49.4% | +2.0% | +47.4% | +47.2% |
| 3M | +27.0% | -5.8% | +32.8% | +29.8% |
| 6M | -15.4% | -9.7% | -5.7% | -12.9% |
| YTD | -39.9% | +4.2% | -44.1% | -44.5% |
| 1Y | -32.0% | +3.2% | -35.2% | -36.8% |
| 3Y | +824.3% | +70.6% | +753.8% | +487.8% |
| 5Y | +252.4% | +55.1% | +197.3% | +157.4% |
| All | +520.8% | +80.4% | +440.4% | +313.4% |
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