-77.2%
ENPH vs ACI
-43.7%
-33.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.0% | -5.2% |
| 7D | +3.4% | -5.0% | +8.4% | +3.9% |
| 30D | -10.3% | -2.3% | -8.0% | -10.1% |
| 3M | -31.4% | -23.2% | -8.2% | -29.5% |
| 6M | -10.1% | -29.5% | +19.3% | -7.1% |
| YTD | +14.6% | -28.6% | +43.2% | +18.1% |
| 1Y | -3.2% | -34.0% | +30.8% | +1.0% |
| 3Y | -69.5% | -45.0% | -24.5% | -67.1% |
| 5Y | -77.2% | -44.0% | -33.2% | -76.6% |
| All | -77.2% | -43.7% | -33.5% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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