+64.7%
ENB vs APD
+11.7%
+53.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.4% |
| 7D | -5.2% | -3.7% | -1.5% | -4.8% |
| 30D | +2.2% | +9.6% | -7.4% | +1.1% |
| 3M | -8.1% | +1.6% | -9.7% | -8.3% |
| 6M | -11.2% | +2.2% | -13.4% | -11.4% |
| YTD | +2.0% | +25.9% | -23.9% | -1.3% |
| 1Y | +4.1% | +20.1% | -16.1% | +1.3% |
| 3Y | +64.7% | +12.4% | +52.3% | +57.9% |
| All | +64.7% | +11.7% | +53.1% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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