+226.5%
AIG vs ENPH
+384.7%
-158.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.5% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | -1.1% | -10.8% | +9.8% | -0.3% |
| 3M | +0.7% | -33.8% | +34.5% | +3.4% |
| 6M | -2.2% | -16.1% | +14.0% | -2.4% |
| YTD | -10.8% | +13.4% | -24.3% | -13.9% |
| 1Y | -2.0% | -2.6% | +0.6% | -4.6% |
| 3Y | +34.8% | -70.3% | +105.1% | +39.2% |
| 5Y | +55.0% | -77.0% | +132.1% | +58.4% |
| 10Y | +65.1% | +1,919.4% | -1,854.4% | +13.7% |
| All | +226.5% | +384.7% | -158.2% | +123.0% |
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