+80.9%
XLI vs ENB
+68.4%
+12.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.2% |
| 7D | -0.6% | -0.3% | -0.3% | -0.4% |
| 30D | -6.9% | -1.1% | -5.9% | -6.6% |
| 3M | -1.9% | -8.5% | +6.5% | +1.3% |
| 6M | +1.0% | -4.5% | +5.6% | +2.3% |
| YTD | +11.3% | +9.1% | +2.2% | +5.9% |
| 1Y | +15.8% | +8.0% | +7.9% | +10.5% |
| 3Y | +69.8% | +77.8% | -8.0% | +24.7% |
| 5Y | +80.9% | +69.4% | +11.5% | +34.9% |
| All | +80.9% | +68.4% | +12.4% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling