+137.2%
APTV vs ENB
+185.5%
-48.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.3% |
| 7D | -1.7% | +1.7% | -3.4% | -2.6% |
| 30D | -11.6% | +0.7% | -12.3% | -11.9% |
| 3M | -21.2% | -5.8% | -15.4% | -18.9% |
| 6M | -28.5% | -11.3% | -17.2% | -24.2% |
| YTD | -49.1% | +3.7% | -52.8% | -50.9% |
| 1Y | -52.2% | +2.8% | -55.0% | -53.7% |
| 3Y | -48.6% | +67.7% | -116.3% | -63.0% |
| 5Y | -77.3% | +57.1% | -134.4% | -82.9% |
| 10Y | -26.9% | +106.6% | -133.4% | -53.8% |
| All | +137.2% | +185.5% | -48.4% | +28.0% |
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 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