-55.4%
APTV vs ENB
+76.5%
-131.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | -1.2% | -0.3% | -0.8% | -1.1% |
| 30D | -10.6% | -1.1% | -9.6% | -10.5% |
| 3M | -35.0% | -8.5% | -26.5% | -33.6% |
| 6M | -38.9% | -4.5% | -34.4% | -38.5% |
| YTD | -41.5% | +9.1% | -50.6% | -43.6% |
| 1Y | -45.8% | +8.0% | -53.8% | -47.6% |
| All | -55.4% | +76.5% | -131.8% | -66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling