+287.9%
ENPH vs ACGL
+803.8%
-515.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.2% | -0.6% |
| 7D | +11.0% | +0.9% | +10.1% | +10.7% |
| 30D | -15.0% | +13.7% | -28.7% | -19.4% |
| 3M | -28.2% | +8.0% | -36.3% | -30.7% |
| 6M | -20.5% | +13.3% | -33.8% | -26.0% |
| YTD | -11.2% | +11.8% | -23.0% | -17.0% |
| 1Y | -8.7% | +22.2% | -30.9% | -18.1% |
| 3Y | -63.6% | +32.5% | -96.1% | -70.2% |
| 5Y | -88.0% | +160.2% | -248.2% | -93.3% |
| 10Y | +2,333.3% | +338.5% | +1,994.8% | +808.9% |
| All | +287.9% | +803.8% | -515.9% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling