+395.2%
ENPH vs AJG
+807.2%
-412.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.7% |
| 7D | -0.1% | -8.3% | +8.2% | +4.8% |
| 30D | -10.8% | -5.7% | -5.2% | -8.3% |
| 3M | -33.8% | +9.1% | -42.9% | -39.3% |
| 6M | -16.1% | +15.2% | -31.3% | -27.0% |
| YTD | +13.4% | -6.3% | +19.7% | +12.0% |
| 1Y | -2.6% | -19.1% | +16.5% | +5.5% |
| 3Y | -70.3% | +8.2% | -78.5% | -76.1% |
| 5Y | -77.0% | +75.6% | -152.7% | -87.9% |
| 10Y | +1,919.4% | +471.1% | +1,448.3% | +224.2% |
| All | +395.2% | +807.2% | -412.0% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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