+170.7%
XLE vs ENB
+103.5%
+67.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.5% |
| 7D | 0.0% | -0.5% | +0.5% | +0.4% |
| 30D | +12.6% | -0.2% | +12.8% | +12.8% |
| 3M | +11.8% | -7.5% | +19.4% | +18.7% |
| 6M | +16.1% | -4.1% | +20.2% | +19.5% |
| YTD | +46.9% | +9.8% | +37.1% | +35.3% |
| 1Y | +53.3% | +8.7% | +44.6% | +42.0% |
| 3Y | +54.9% | +79.0% | -24.1% | -6.4% |
| 5Y | +225.7% | +69.1% | +156.6% | +108.1% |
| 10Y | +170.7% | +96.5% | +74.2% | +51.8% |
| All | +170.7% | +103.5% | +67.2% | +51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling