+14.3%
XLI vs ENB
+2.1%
+12.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.1% |
| 7D | -1.7% | -4.7% | +3.0% | -1.5% |
| 30D | -7.3% | -5.9% | -1.4% | -7.1% |
| 3M | -1.3% | -14.2% | +12.9% | -0.6% |
| 6M | +2.2% | -8.6% | +10.8% | +2.0% |
| YTD | +11.7% | +3.9% | +7.8% | +9.8% |
| 1Y | +14.3% | +1.8% | +12.5% | +13.0% |
| All | +14.3% | +2.1% | +12.2% | +13.0% |
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 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