+988.5%
XLE vs ENB
+2,964.6%
-1,976.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.2% |
| 7D | -10.3% | -2.4% | -7.9% | -9.0% |
| 30D | -3.3% | +3.4% | -6.7% | -5.2% |
| 3M | +8.2% | -6.1% | +14.3% | +12.3% |
| 6M | +5.0% | -10.0% | +15.1% | +11.7% |
| YTD | +40.6% | +4.7% | +35.9% | +36.2% |
| 1Y | +45.0% | +7.5% | +37.5% | +38.1% |
| 3Y | +56.3% | +69.1% | -12.8% | +12.2% |
| 5Y | +152.2% | +50.4% | +101.8% | +95.9% |
| 10Y | +173.0% | +108.0% | +65.0% | +76.9% |
| All | +988.5% | +2,964.6% | -1,976.1% | +267.5% |
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