-77.3%
ENPH vs AFL
+133.8%
-211.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | -0.1% | -1.6% | +1.6% | +0.3% |
| 30D | -10.8% | -4.0% | -6.8% | -10.1% |
| 3M | -33.8% | -0.5% | -33.3% | -34.2% |
| 6M | -16.1% | +6.5% | -22.7% | -19.0% |
| YTD | +13.4% | +6.2% | +7.2% | +9.6% |
| 1Y | -2.6% | +8.3% | -10.9% | -6.7% |
| 3Y | -70.3% | +62.5% | -132.8% | -77.0% |
| All | -77.3% | +133.8% | -211.1% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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