-16.5%
AG vs ENPH
+247.6%
-264.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.2% | -2.1% |
| 7D | -10.0% | -8.4% | -1.5% | -9.0% |
| 30D | -10.5% | -11.2% | +0.7% | -9.5% |
| 3M | -27.3% | -36.1% | +8.8% | -23.6% |
| 6M | -43.0% | -37.9% | -5.1% | -40.3% |
| YTD | -17.9% | -18.7% | +0.8% | -17.5% |
| 1Y | +11.9% | -9.8% | +21.7% | +11.2% |
| 3Y | +201.8% | -66.8% | +268.6% | +222.2% |
| 5Y | -0.1% | -89.6% | +89.6% | +16.4% |
| 10Y | +72.7% | +2,186.8% | -2,114.1% | +20.1% |
| All | -16.5% | +247.6% | -264.1% | -42.6% |
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