-89.3%
ENPH vs ACGL
+173.3%
-262.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.7% |
| 7D | -8.4% | +2.2% | -10.6% | -8.7% |
| 30D | -11.2% | +12.3% | -23.5% | -12.5% |
| 3M | -36.1% | +11.8% | -47.9% | -37.0% |
| 6M | -37.9% | +17.5% | -55.4% | -39.8% |
| YTD | -18.7% | +14.3% | -32.9% | -20.7% |
| 1Y | -9.8% | +18.2% | -28.0% | -12.8% |
| 3Y | -66.8% | +33.2% | -100.0% | -70.1% |
| All | -89.3% | +173.3% | -262.6% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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