+1,919.4%
ENPH vs AU
+699.0%
+1,220.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -0.1% | -4.3% | +4.2% | +0.8% |
| 30D | -10.8% | +7.3% | -18.2% | -12.4% |
| 3M | -33.8% | +26.3% | -60.1% | -37.4% |
| 6M | -16.1% | +1.8% | -17.9% | -17.7% |
| YTD | +13.4% | +26.8% | -13.4% | +6.1% |
| 1Y | -2.6% | +66.7% | -69.3% | -14.5% |
| 3Y | -70.3% | +579.1% | -649.3% | -81.1% |
| 5Y | -77.0% | +689.3% | -766.4% | -86.3% |
| All | +1,919.4% | +699.0% | +1,220.5% | +1,096.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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