-64.8%
AAL vs SEDG
+106.4%
-171.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.9% | +2.2% |
| 7D | -0.9% | +1.4% | -2.3% | -1.3% |
| 30D | -12.9% | +8.3% | -21.2% | -14.5% |
| 3M | -11.2% | -40.7% | +29.5% | -5.0% |
| 6M | +17.8% | -3.9% | +21.8% | +11.7% |
| YTD | -15.1% | +20.2% | -35.3% | -23.9% |
| 1Y | +0.5% | +17.6% | -17.1% | -11.6% |
| 3Y | -7.7% | -76.6% | +68.9% | -0.7% |
| 5Y | -31.3% | -87.1% | +55.7% | -20.7% |
| All | -64.8% | +106.4% | -171.2% | -76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling