-87.9%
ENPH vs ALC
-10.7%
-77.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.9% | +2.0% |
| 7D | +4.1% | +2.1% | +2.1% | +2.7% |
| 30D | -11.4% | +17.2% | -28.6% | -19.9% |
| 3M | -30.5% | +4.6% | -35.2% | -32.8% |
| 6M | -20.2% | +20.1% | -40.3% | -30.8% |
| YTD | -9.3% | -4.2% | -5.1% | -8.6% |
| 1Y | -3.8% | +2.1% | -5.9% | -7.6% |
| 3Y | -61.5% | +4.5% | -66.0% | -65.5% |
| 5Y | -87.9% | -12.3% | -75.5% | -86.8% |
| All | -87.9% | -10.7% | -77.2% | -86.8% |
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