+226.1%
XLI vs ENB
+109.5%
+116.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +3.8% | +3.1% | +0.6% | +2.3% |
| 30D | +1.0% | +2.1% | -1.1% | 0.0% |
| 3M | -8.9% | -4.4% | -4.5% | -7.2% |
| 6M | -2.3% | -10.1% | +7.8% | +2.0% |
| YTD | +9.7% | +5.2% | +4.5% | +5.8% |
| 1Y | +12.3% | +4.2% | +8.1% | +8.8% |
| 3Y | +71.5% | +70.1% | +1.4% | +29.3% |
| 5Y | +70.2% | +59.4% | +10.8% | +31.5% |
| All | +226.1% | +109.5% | +116.6% | +107.7% |
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