+292.6%
APP vs ENB
+46.5%
+246.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.5% | +12.4% | +11.0% |
| 7D | +71.2% | -5.2% | +76.4% | +74.9% |
| 30D | +39.1% | +2.2% | +36.9% | +36.6% |
| 3M | +16.5% | -8.1% | +24.6% | +20.4% |
| 6M | -16.6% | -11.2% | -5.4% | -13.5% |
| YTD | -41.9% | +2.0% | -43.9% | -46.1% |
| 1Y | -37.0% | +4.1% | -41.1% | -42.7% |
| 3Y | +892.4% | +64.7% | +827.7% | +521.8% |
| All | +292.6% | +46.5% | +246.1% | +200.2% |
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