+988.3%
XLE vs ENB
+2,886.9%
-1,898.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +1.5% |
| 7D | -12.0% | -5.2% | -6.8% | -9.1% |
| 30D | -2.7% | +2.2% | -4.9% | -4.0% |
| 3M | +6.6% | -8.1% | +14.6% | +12.0% |
| 6M | +9.5% | -11.2% | +20.7% | +17.3% |
| YTD | +40.6% | +2.0% | +38.6% | +38.2% |
| 1Y | +43.6% | +4.1% | +39.5% | +39.4% |
| 3Y | +58.1% | +64.7% | -6.7% | +15.2% |
| 5Y | +152.2% | +46.6% | +105.6% | +98.9% |
| 10Y | +172.9% | +102.7% | +70.3% | +79.5% |
| All | +988.3% | +2,886.9% | -1,898.6% | +273.0% |
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