+142.2%
APTV vs ENB
+186.1%
-43.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -1.3% |
| 7D | -4.3% | -2.4% | -1.9% | -2.9% |
| 30D | -9.7% | +2.5% | -12.1% | -10.9% |
| 3M | -20.6% | -5.8% | -14.8% | -18.2% |
| 6M | -31.7% | -8.5% | -23.2% | -28.9% |
| YTD | -48.0% | +3.9% | -51.9% | -49.9% |
| 1Y | -52.1% | +3.7% | -55.8% | -53.8% |
| 3Y | -47.9% | +70.1% | -117.9% | -62.8% |
| 5Y | -76.9% | +53.2% | -130.1% | -82.4% |
| 10Y | -26.7% | +100.2% | -126.9% | -53.2% |
| All | +142.2% | +186.1% | -43.9% | +30.6% |
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