+83.5%
AAL vs ENPH
+384.9%
-301.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | -3.7% | -2.4% | -1.4% | -3.4% |
| 30D | -20.8% | -6.6% | -14.2% | -20.2% |
| 3M | -1.3% | -46.8% | +45.5% | +6.2% |
| 6M | +5.4% | -14.7% | +20.1% | +5.6% |
| YTD | -14.4% | +13.5% | -27.8% | -18.0% |
| 1Y | +2.1% | -0.4% | +2.5% | -1.2% |
| 3Y | -10.6% | -71.7% | +61.2% | -3.5% |
| 5Y | -32.2% | -79.1% | +46.9% | -26.7% |
| 10Y | -62.7% | +1,898.4% | -1,961.1% | -75.4% |
| All | +83.5% | +384.9% | -301.4% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling