+279.7%
ACN vs ENPH
+384.9%
-105.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.3% |
| 7D | -1.5% | -2.4% | +0.8% | -1.4% |
| 30D | +9.4% | -6.6% | +16.0% | +9.8% |
| 3M | +5.6% | -46.8% | +52.5% | +9.4% |
| 6M | -9.3% | -14.7% | +5.5% | -9.9% |
| YTD | -29.0% | +13.5% | -42.5% | -31.4% |
| 1Y | -24.7% | -0.4% | -24.2% | -26.8% |
| 3Y | -39.8% | -71.7% | +31.9% | -38.1% |
| 5Y | -40.9% | -79.1% | +38.2% | -39.1% |
| 10Y | +91.1% | +1,898.4% | -1,807.2% | +45.2% |
| All | +279.7% | +384.9% | -105.2% | +191.7% |
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