+1,890.4%
XEL vs ENB
+11,799.4%
-9,909.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.6% |
| 7D | -1.0% | -0.2% | -0.7% | -0.9% |
| 30D | -1.9% | -2.2% | +0.3% | -1.5% |
| 3M | -1.9% | -10.5% | +8.6% | +0.4% |
| 6M | -7.4% | -5.1% | -2.4% | -6.4% |
| YTD | +4.1% | +9.0% | -4.9% | +2.2% |
| 1Y | +8.0% | +8.2% | -0.2% | +6.2% |
| 3Y | +48.4% | +67.8% | -19.4% | +33.1% |
| 5Y | +27.2% | +69.4% | -42.1% | +13.6% |
| 10Y | +146.8% | +117.5% | +29.3% | +104.5% |
| All | +1,890.4% | +11,799.4% | -9,909.0% | +1,114.5% |
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