+447.4%
AEP vs ENPH
+384.9%
+62.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +1.8% | -2.4% | +4.2% | +1.8% |
| 30D | -0.8% | -6.6% | +5.8% | -0.7% |
| 3M | -1.8% | -46.8% | +45.0% | -0.8% |
| 6M | -5.4% | -14.7% | +9.4% | -5.4% |
| YTD | +10.4% | +13.5% | -3.0% | +9.4% |
| 1Y | +18.2% | -0.4% | +18.6% | +17.2% |
| 3Y | +79.0% | -71.7% | +150.7% | +80.9% |
| 5Y | +64.8% | -79.1% | +143.9% | +66.7% |
| 10Y | +170.8% | +1,898.4% | -1,727.5% | +154.7% |
| All | +447.4% | +384.9% | +62.4% | +402.4% |
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