+253.9%
XLI vs ENB
+92.6%
+161.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.5% |
| 7D | -1.7% | -4.7% | +3.0% | +0.5% |
| 30D | -7.3% | -5.9% | -1.4% | -4.8% |
| 3M | -1.3% | -14.2% | +12.9% | +5.4% |
| 6M | +2.2% | -8.6% | +10.8% | +5.8% |
| YTD | +11.7% | +3.9% | +7.8% | +8.5% |
| 1Y | +14.3% | +1.8% | +12.5% | +11.9% |
| 3Y | +70.3% | +68.5% | +1.8% | +29.3% |
| 5Y | +82.3% | +62.4% | +19.9% | +39.9% |
| All | +253.9% | +92.6% | +161.3% | +132.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling