+166.9%
XLE vs ENB
+58.6%
+108.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.6% |
| 7D | +5.4% | +3.1% | +2.3% | +3.1% |
| 30D | -3.9% | +2.1% | -6.1% | -5.4% |
| 3M | +7.0% | -4.4% | +11.4% | +10.5% |
| 6M | +14.2% | -10.1% | +24.3% | +23.0% |
| YTD | +48.2% | +5.2% | +43.0% | +41.1% |
| 1Y | +47.7% | +4.2% | +43.4% | +41.5% |
| 3Y | +70.0% | +70.1% | -0.1% | +4.2% |
| All | +166.9% | +58.6% | +108.3% | +77.2% |
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