+2,519.8%
ENPH vs ALLE
+233.6%
+2,286.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.6% | +0.4% |
| 7D | +4.1% | -0.6% | +4.7% | +4.6% |
| 30D | -11.4% | +26.6% | -38.0% | -24.2% |
| 3M | -30.5% | +13.2% | -43.7% | -36.1% |
| 6M | -20.2% | +42.9% | -63.1% | -37.7% |
| YTD | -9.3% | +21.0% | -30.3% | -21.5% |
| 1Y | -3.8% | +15.2% | -18.9% | -14.0% |
| 3Y | -61.5% | +95.6% | -157.1% | -75.9% |
| 5Y | -87.9% | +53.4% | -141.3% | -91.3% |
| 10Y | +2,519.8% | +221.5% | +2,298.3% | +971.7% |
| All | +2,519.8% | +233.6% | +2,286.2% | +971.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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