+11,799.4%
ENB vs APD
+6,115.6%
+5,683.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -0.2% | -2.2% | +2.0% | +0.3% |
| 30D | -2.2% | +2.1% | -4.3% | -2.8% |
| 3M | -10.5% | +7.2% | -17.7% | -12.4% |
| 6M | -5.1% | +11.2% | -16.3% | -8.0% |
| YTD | +9.0% | +24.4% | -15.4% | +2.3% |
| 1Y | +8.2% | +6.7% | +1.5% | +5.3% |
| 3Y | +67.8% | +9.2% | +58.5% | +59.3% |
| 5Y | +69.4% | +27.4% | +42.0% | +53.1% |
| 10Y | +117.5% | +164.8% | -47.3% | +64.6% |
| All | +11,799.4% | +6,115.6% | +5,683.7% | +6,381.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling