-73.0%
AAL vs SEDG
+70.6%
-143.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | +0.1% | +1.0% |
| 7D | -3.7% | +8.9% | -12.6% | -5.1% |
| 30D | -20.8% | +0.9% | -21.7% | -21.2% |
| 3M | -1.3% | -53.2% | +52.0% | +9.5% |
| 6M | +5.4% | -9.9% | +15.2% | +1.3% |
| YTD | -14.4% | +18.5% | -32.9% | -22.4% |
| 1Y | +2.1% | +0.1% | +2.0% | -6.7% |
| 3Y | -10.6% | -78.9% | +68.3% | -3.4% |
| 5Y | -32.2% | -88.0% | +55.8% | -22.1% |
| 10Y | -62.7% | +97.5% | -160.2% | -74.8% |
| All | -73.0% | +70.6% | -143.6% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling