+686.0%
AEM vs ENPH
+384.9%
+301.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -0.5% | -2.4% | +1.8% | -0.4% |
| 30D | +24.0% | -6.6% | +30.6% | +24.5% |
| 3M | +16.1% | -46.8% | +62.9% | +19.9% |
| 6M | -11.6% | -14.7% | +3.1% | -11.4% |
| YTD | +21.5% | +13.5% | +8.1% | +19.6% |
| 1Y | +39.2% | -0.4% | +39.6% | +37.5% |
| 3Y | +347.4% | -71.7% | +419.2% | +360.7% |
| 5Y | +290.1% | -79.1% | +369.2% | +300.5% |
| 10Y | +357.8% | +1,898.4% | -1,540.6% | +277.4% |
| All | +686.0% | +384.9% | +301.1% | +523.2% |
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 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