-76.7%
ENPH vs AEE
+38.5%
-115.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | +1.5% | -0.7% | +2.2% | +1.7% |
| 30D | -12.9% | -2.0% | -10.9% | -12.4% |
| 3M | -27.1% | -2.8% | -24.3% | -26.9% |
| 6M | -15.4% | -3.6% | -11.9% | -15.3% |
| YTD | +15.0% | +7.3% | +7.7% | +10.5% |
| 1Y | -0.7% | +8.7% | -9.4% | -5.4% |
| 3Y | -69.3% | +46.0% | -115.4% | -75.0% |
| 5Y | -76.7% | +39.8% | -116.5% | -79.7% |
| All | -76.7% | +38.5% | -115.3% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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