+12.3%
XLI vs ENB
+9.4%
+2.9%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | +0.6% | +0.5% | +0.1% | +0.6% |
| 30D | -0.4% | +6.0% | -6.3% | -0.5% |
| 3M | -8.8% | -7.4% | -1.4% | -8.7% |
| 6M | -0.4% | -8.5% | +8.1% | -0.5% |
| YTD | +10.1% | +6.1% | +4.0% | +8.4% |
| 1Y | +12.3% | +9.4% | +2.9% | +10.4% |
| All | +12.3% | +9.4% | +2.9% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling