+83.0%
AA vs SEDG
-76.7%
+159.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.4% | -1.5% |
| 7D | -0.6% | +3.6% | -4.2% | -1.1% |
| 30D | -1.6% | +9.3% | -10.9% | -3.0% |
| 3M | -29.8% | -39.1% | +9.3% | -25.8% |
| 6M | -16.6% | +1.8% | -18.4% | -20.6% |
| YTD | -4.0% | +22.0% | -26.1% | -12.1% |
| 1Y | +63.5% | +17.2% | +46.3% | +48.6% |
| All | +83.0% | -76.7% | +159.7% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 SEDG 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