-28.3%
APTV vs ENB
+106.5%
-134.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.4% |
| 7D | -1.7% | +1.7% | -3.4% | -2.8% |
| 30D | -11.6% | +0.7% | -12.3% | -12.0% |
| 3M | -21.2% | -5.8% | -15.4% | -18.5% |
| 6M | -28.5% | -11.3% | -17.2% | -23.4% |
| YTD | -49.1% | +3.7% | -52.8% | -51.3% |
| 1Y | -52.2% | +2.8% | -55.0% | -54.1% |
| 3Y | -48.6% | +67.7% | -116.3% | -65.8% |
| 5Y | -77.3% | +57.1% | -134.4% | -84.1% |
| All | -28.3% | +106.5% | -134.8% | -61.0% |
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