+355.1%
AEM vs ENPH
+1,908.3%
-1,553.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.0% |
| 7D | -2.1% | -0.1% | -2.1% | -2.2% |
| 30D | +8.4% | -10.8% | +19.3% | +9.2% |
| 3M | +27.3% | -33.8% | +61.1% | +30.3% |
| 6M | -9.7% | -16.1% | +6.5% | -9.4% |
| YTD | +19.0% | +13.4% | +5.5% | +16.7% |
| 1Y | +31.5% | -2.6% | +34.1% | +29.8% |
| 3Y | +338.7% | -70.3% | +409.0% | +352.3% |
| 5Y | +307.4% | -77.0% | +384.4% | +317.9% |
| All | +355.1% | +1,908.3% | -1,553.2% | +307.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling