+58.1%
XLE vs ENB
+68.0%
-9.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.3% |
| 7D | -10.3% | -2.4% | -7.9% | -9.2% |
| 30D | -3.3% | +3.4% | -6.7% | -4.8% |
| 3M | +8.2% | -6.1% | +14.3% | +11.5% |
| 6M | +5.0% | -10.0% | +15.1% | +10.5% |
| YTD | +40.6% | +4.7% | +35.9% | +37.3% |
| 1Y | +45.0% | +7.5% | +37.5% | +39.8% |
| All | +58.1% | +68.0% | -9.9% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling