+257.4%
APP vs ENB
+50.3%
+207.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.4% | +32.4% | +31.7% |
| 7D | +39.7% | -2.4% | +42.1% | +41.0% |
| 30D | +27.7% | +3.4% | +24.4% | +25.0% |
| 3M | -14.8% | -6.1% | -8.7% | -12.6% |
| 6M | -25.5% | -10.0% | -15.5% | -22.9% |
| YTD | -47.2% | +4.7% | -51.8% | -51.4% |
| 1Y | -42.3% | +7.5% | -49.8% | -48.3% |
| 3Y | +806.8% | +69.1% | +737.7% | +462.2% |
| All | +257.4% | +50.3% | +207.1% | +170.5% |
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