+395.5%
ENPH vs ACGL
+726.4%
-330.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.9% |
| 7D | -2.4% | -0.7% | -1.6% | -2.1% |
| 30D | -6.6% | -1.0% | -5.6% | -6.3% |
| 3M | -46.8% | +11.0% | -57.9% | -49.9% |
| 6M | -14.7% | -0.3% | -14.4% | -16.2% |
| YTD | +13.5% | +2.3% | +11.2% | +10.2% |
| 1Y | -0.4% | +6.4% | -6.8% | -5.6% |
| 3Y | -71.7% | +34.0% | -105.7% | -77.3% |
| 5Y | -79.1% | +161.6% | -240.7% | -88.6% |
| 10Y | +1,898.4% | +278.6% | +1,619.8% | +716.1% |
| All | +395.5% | +726.4% | -330.9% | +0.9% |
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 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