-18.4%
APTV vs ENB
+92.6%
-111.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | +0.3% |
| 7D | -5.0% | -4.7% | -0.4% | -2.2% |
| 30D | -6.1% | -5.9% | -0.2% | -2.6% |
| 3M | -33.0% | -14.2% | -18.7% | -26.3% |
| 6M | -35.2% | -8.6% | -26.7% | -32.1% |
| YTD | -40.1% | +3.9% | -44.0% | -42.8% |
| 1Y | -45.6% | +1.8% | -47.4% | -47.4% |
| 3Y | -54.4% | +68.5% | -122.8% | -69.7% |
| 5Y | -68.9% | +62.4% | -131.3% | -78.7% |
| All | -18.4% | +92.6% | -111.0% | -52.9% |
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