+159.9%
ENPH vs ALC
+30.4%
+129.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -5.8% | -4.8% |
| 7D | -8.4% | -1.1% | -7.3% | -7.8% |
| 30D | -11.2% | +16.0% | -27.2% | -19.9% |
| 3M | -36.1% | +0.8% | -36.9% | -36.8% |
| 6M | -37.9% | +16.8% | -54.8% | -45.6% |
| YTD | -18.7% | -5.5% | -13.2% | -17.8% |
| 1Y | -9.8% | -5.3% | -4.6% | -9.0% |
| 3Y | -66.8% | +4.1% | -70.9% | -69.9% |
| 5Y | -89.6% | -7.1% | -82.6% | -89.8% |
| All | +159.9% | +30.4% | +129.5% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling