+218.0%
XLE vs ENB
+69.5%
+148.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.2% |
| 7D | +2.2% | -0.2% | +2.4% | +2.4% |
| 30D | +11.8% | -2.2% | +14.0% | +13.6% |
| 3M | +9.8% | -10.5% | +20.3% | +19.1% |
| 6M | +15.6% | -5.1% | +20.6% | +19.7% |
| YTD | +45.3% | +9.0% | +36.3% | +34.8% |
| 1Y | +48.3% | +8.2% | +40.1% | +38.1% |
| 3Y | +55.4% | +67.8% | -12.3% | -3.0% |
| All | +218.0% | +69.5% | +148.5% | +95.4% |
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