+163.9%
XLE vs ENB
+99.8%
+64.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.3% |
| 7D | -7.9% | -3.7% | -4.2% | -5.2% |
| 30D | -4.8% | +1.7% | -6.5% | -6.1% |
| 3M | +8.4% | -6.3% | +14.7% | +13.9% |
| 6M | +12.7% | -9.2% | +21.9% | +21.0% |
| YTD | +41.3% | +3.1% | +38.2% | +36.5% |
| 1Y | +42.3% | +3.4% | +38.9% | +37.1% |
| 3Y | +65.1% | +68.9% | -3.9% | +4.3% |
| 5Y | +150.2% | +51.7% | +98.5% | +73.7% |
| 10Y | +163.9% | +98.3% | +65.6% | +45.3% |
| All | +163.9% | +99.8% | +64.1% | +45.3% |
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