+400.3%
ENPH vs AFL
+604.4%
-204.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.1% | -5.2% |
| 7D | +3.4% | -2.1% | +5.5% | +4.6% |
| 30D | -10.3% | -5.4% | -4.8% | -7.6% |
| 3M | -31.4% | -0.3% | -31.1% | -32.2% |
| 6M | -10.1% | +5.2% | -15.3% | -14.7% |
| YTD | +14.6% | +5.7% | +8.9% | +8.2% |
| 1Y | -3.2% | +10.2% | -13.4% | -11.3% |
| 3Y | -69.5% | +63.4% | -132.9% | -79.2% |
| 5Y | -77.2% | +133.0% | -210.3% | -88.1% |
| 10Y | +1,940.0% | +299.5% | +1,640.5% | +527.2% |
| All | +400.3% | +604.4% | -204.1% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling