-69.1%
APTV vs ENB
+71.0%
-140.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -5.1% |
| 7D | +2.0% | -0.5% | +2.4% | +2.2% |
| 30D | -7.7% | -0.2% | -7.5% | -7.8% |
| 3M | -34.0% | -7.5% | -26.5% | -31.2% |
| 6M | -37.1% | -4.1% | -33.0% | -36.2% |
| YTD | -39.9% | +9.8% | -49.7% | -44.4% |
| 1Y | -44.4% | +8.7% | -53.1% | -48.4% |
| 3Y | -54.5% | +79.0% | -133.5% | -72.1% |
| 5Y | -69.1% | +69.1% | -138.2% | -79.9% |
| All | -69.1% | +71.0% | -140.1% | -79.9% |
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 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