+30.5%
XEL vs ENB
+61.9%
-31.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | +0.7% |
| 7D | -1.2% | -4.6% | +3.3% | +0.9% |
| 30D | -2.9% | -5.2% | +2.3% | -0.6% |
| 3M | -2.7% | -13.4% | +10.7% | +3.8% |
| 6M | -6.5% | -7.8% | +1.3% | -3.2% |
| YTD | +3.6% | +4.9% | -1.3% | +1.2% |
| 1Y | +7.5% | +3.2% | +4.3% | +5.7% |
| 3Y | +46.3% | +71.0% | -24.6% | +14.8% |
| 5Y | +30.5% | +64.0% | -33.5% | +5.6% |
| All | +30.5% | +61.9% | -31.4% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling