-76.2%
ENPH vs ALC
-15.6%
-60.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.0% | +8.7% | +8.0% |
| 7D | +9.3% | -3.7% | +12.9% | +11.7% |
| 30D | -7.3% | -3.7% | -3.5% | -5.2% |
| 3M | -31.7% | +4.6% | -36.3% | -34.5% |
| 6M | -3.5% | -14.6% | +11.1% | +5.2% |
| YTD | +21.2% | -11.9% | +33.0% | +28.9% |
| 1Y | +0.1% | -13.1% | +13.2% | +7.4% |
| 3Y | -67.7% | -15.0% | -52.7% | -66.2% |
| 5Y | -76.2% | -16.2% | -60.0% | -74.4% |
| All | -76.2% | -15.6% | -60.6% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling