+193.5%
APTV vs ENB
+200.0%
-6.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +3.9% | +3.5% |
| 7D | +4.8% | -0.2% | +5.0% | +4.9% |
| 30D | +2.0% | -2.2% | +4.2% | +3.1% |
| 3M | -34.2% | -10.5% | -23.7% | -30.3% |
| 6M | -34.7% | -5.1% | -29.6% | -33.3% |
| YTD | -37.0% | +9.0% | -45.9% | -40.7% |
| 1Y | -40.4% | +8.2% | -48.6% | -43.8% |
| 3Y | -54.1% | +67.8% | -121.9% | -67.0% |
| 5Y | -68.0% | +69.4% | -137.4% | -76.9% |
| 10Y | -15.5% | +117.5% | -133.0% | -48.0% |
| All | +193.5% | +200.0% | -6.6% | +54.4% |
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