+641.1%
AON vs ENPH
+417.7%
+223.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.8% | -9.0% | -2.5% |
| 7D | -3.2% | +9.3% | -12.5% | -3.6% |
| 30D | -11.9% | -7.3% | -4.6% | -11.6% |
| 3M | -2.9% | -31.7% | +28.9% | -1.6% |
| 6M | -6.8% | -3.5% | -3.3% | -7.6% |
| YTD | -10.1% | +21.2% | -31.2% | -12.2% |
| 1Y | -14.2% | +0.1% | -14.3% | -15.7% |
| 3Y | -3.3% | -67.7% | +64.4% | -1.9% |
| 5Y | +13.6% | -76.2% | +89.8% | +15.1% |
| 10Y | +209.2% | +2,057.2% | -1,848.1% | +144.5% |
| All | +641.1% | +417.7% | +223.4% | +507.4% |
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