-63.5%
ALB vs ENPH
-89.4%
+25.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | +0.4% |
| 7D | -3.6% | -7.6% | +4.0% | -1.4% |
| 30D | -2.9% | -16.4% | +13.5% | +1.0% |
| 3M | -25.8% | -34.3% | +8.5% | -17.4% |
| 6M | -53.6% | -28.5% | -25.0% | -51.8% |
| YTD | -32.4% | -16.4% | -15.9% | -36.5% |
| 1Y | -13.0% | -12.8% | -0.2% | -19.9% |
| 3Y | -15.0% | -65.7% | +50.7% | -1.6% |
| 5Y | -63.5% | -89.4% | +25.8% | -39.2% |
| All | -63.5% | -89.4% | +25.8% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling