+391.7%
APP vs ENB
+88.6%
+303.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.7% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | -23.3% | -2.2% | -21.0% | -22.5% |
| 3M | -42.6% | -10.5% | -32.1% | -39.7% |
| 6M | -33.6% | -5.1% | -28.5% | -33.2% |
| YTD | -52.4% | +9.0% | -61.4% | -56.7% |
| 1Y | -35.9% | +8.2% | -44.1% | -41.4% |
| 3Y | +642.2% | +67.8% | +574.5% | +385.7% |
| 5Y | +311.1% | +69.4% | +241.7% | +189.0% |
| All | +391.7% | +88.6% | +303.0% | +222.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling