+373.6%
ENPH vs ALLE
+260.9%
+112.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.5% |
| 7D | -2.4% | -0.2% | -2.1% | -2.2% |
| 30D | -6.6% | -6.8% | +0.2% | -1.9% |
| 3M | -46.8% | +21.0% | -67.9% | -53.7% |
| 6M | -14.7% | +1.1% | -15.8% | -16.3% |
| YTD | +13.5% | -0.5% | +14.0% | +12.0% |
| 1Y | -0.4% | -7.3% | +6.8% | +3.1% |
| 3Y | -71.7% | +42.3% | -114.0% | -78.4% |
| 5Y | -79.1% | +13.5% | -92.6% | -81.8% |
| 10Y | +1,898.4% | +144.0% | +1,754.3% | +847.0% |
| All | +373.6% | +260.9% | +112.7% | +61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling