-66.8%
ENPH vs ALLE
+94.0%
-160.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.3% |
| 7D | -8.4% | +3.6% | -12.0% | -10.4% |
| 30D | -11.2% | +25.9% | -37.1% | -23.6% |
| 3M | -36.1% | +15.8% | -51.8% | -41.8% |
| 6M | -37.9% | +48.1% | -86.0% | -52.8% |
| YTD | -18.7% | +22.0% | -40.6% | -29.5% |
| 1Y | -9.8% | +18.0% | -27.9% | -20.0% |
| 3Y | -66.8% | +93.1% | -159.9% | -81.7% |
| All | -66.8% | +94.0% | -160.8% | -81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling