+395.5%
ENPH vs AEIS
+2,083.4%
-1,687.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -1.2% |
| 7D | -2.4% | +3.0% | -5.3% | -4.0% |
| 30D | -6.6% | -14.6% | +8.0% | +1.1% |
| 3M | -46.8% | -12.4% | -34.4% | -43.9% |
| 6M | -14.7% | -15.0% | +0.2% | -10.9% |
| YTD | +13.5% | +34.3% | -20.8% | -11.7% |
| 1Y | -0.4% | +87.4% | -87.8% | -37.2% |
| 3Y | -71.7% | +139.8% | -211.5% | -85.6% |
| 5Y | -79.1% | +220.7% | -299.8% | -91.2% |
| 10Y | +1,898.4% | +531.6% | +1,366.8% | +390.2% |
| All | +395.5% | +2,083.4% | -1,687.9% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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