+12.4%
AA vs ENPH
-77.5%
+89.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.5% | -0.8% |
| 7D | -0.6% | +3.4% | -4.0% | -1.3% |
| 30D | -1.6% | -10.3% | +8.7% | +0.6% |
| 3M | -29.8% | -31.4% | +1.6% | -24.6% |
| 6M | -16.6% | -10.1% | -6.5% | -16.8% |
| YTD | -4.0% | +14.6% | -18.6% | -11.5% |
| 1Y | +63.5% | -3.2% | +66.7% | +55.6% |
| 3Y | +86.8% | -69.5% | +156.2% | +113.4% |
| 5Y | +12.4% | -77.2% | +89.6% | +44.2% |
| All | +12.4% | -77.5% | +89.9% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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