-87.9%
ENPH vs ACM
+3.6%
-91.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.2% | -3.1% | -1.4% |
| 7D | +4.1% | +6.9% | -2.8% | -0.3% |
| 30D | -11.4% | +19.1% | -30.4% | -21.0% |
| 3M | -30.5% | -6.9% | -23.6% | -27.9% |
| 6M | -20.2% | -12.0% | -8.2% | -15.0% |
| YTD | -9.3% | -25.1% | +15.9% | +8.1% |
| 1Y | -3.8% | -45.4% | +41.6% | +48.2% |
| 3Y | -61.5% | -6.9% | -54.6% | -66.7% |
| 5Y | -87.9% | +3.7% | -91.6% | -90.7% |
| All | -87.9% | +3.6% | -91.4% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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