+1,024.7%
XLE vs ENB
+3,090.7%
-2,066.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.4% |
| 7D | +2.2% | -0.2% | +2.4% | +2.3% |
| 30D | +11.8% | -2.2% | +14.0% | +13.3% |
| 3M | +9.8% | -10.5% | +20.3% | +17.2% |
| 6M | +15.6% | -5.1% | +20.6% | +19.0% |
| YTD | +45.3% | +9.0% | +36.3% | +37.4% |
| 1Y | +48.3% | +8.2% | +40.1% | +40.7% |
| 3Y | +55.4% | +67.8% | -12.3% | +11.8% |
| 5Y | +216.1% | +69.4% | +146.7% | +129.2% |
| 10Y | +178.4% | +117.5% | +60.9% | +75.5% |
| All | +1,024.7% | +3,090.7% | -2,066.0% | +270.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling